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Bonds, notes & other debt instruments 93.11% U.S. Treasury bonds & notes 30.42% U.S. Treasury 27.99% | Principal amount (000) | Value (000) |
U.S. Treasury 2.50% 2020 | $50,000 | $50,893 |
U.S. Treasury 2.75% 2020 | 182,000 | 184,395 |
U.S. Treasury (3-month U.S. Treasury Bill Yield + 0.30%) 0.385% 20211,2 | 15,888 | 15,926 |
U.S. Treasury 1.125% 2021 | 500 | 506 |
U.S. Treasury 1.125% 2021 | —3 | —3 |
U.S. Treasury 1.25% 2021 | 130,000 | 132,124 |
U.S. Treasury 1.50% 2021 | 161,000 | 164,444 |
U.S. Treasury 1.625% 2021 | 57,661 | 58,727 |
U.S. Treasury 1.625% 2021 | 7,090 | 7,263 |
U.S. Treasury 1.75% 2021 | 935 | 959 |
U.S. Treasury 2.00% 2021 | 3,000 | 3,076 |
U.S. Treasury 2.00% 2021 | 1,000 | 1,028 |
U.S. Treasury 2.125% 2021 | 100,000 | 102,312 |
U.S. Treasury 2.50% 2021 | 575,000 | 587,512 |
U.S. Treasury 1.375% 2022 | 700,000 | 714,707 |
U.S. Treasury 1.375% 2022 | 75,000 | 77,117 |
U.S. Treasury 1.50% 2022 | 211,000 | 217,284 |
U.S. Treasury 1.625% 2022 | 252,000 | 260,916 |
U.S. Treasury 1.625% 2022 | 6,000 | 6,220 |
U.S. Treasury 1.75% 2022 | 45,000 | 46,553 |
U.S. Treasury 1.875% 2022 | 54,500 | 56,351 |
U.S. Treasury 2.00% 2022 | 220,460 | 230,550 |
U.S. Treasury 2.00% 2022 | 54,800 | 57,246 |
U.S. Treasury 2.125% 2022 | 85,340 | 88,975 |
U.S. Treasury 2.125% 20221 | 32,000 | 33,621 |
U.S. Treasury 1.25% 2023 | 34,400 | 35,478 |
U.S. Treasury 1.375% 2023 | 72,000 | 74,487 |
U.S. Treasury 1.375% 2023 | 13,000 | 13,480 |
U.S. Treasury 1.375% 2023 | 2,279 | 2,351 |
U.S. Treasury 1.50% 20231 | 129,860 | 134,466 |
U.S. Treasury 1.50% 2023 | 23,169 | 23,962 |
U.S. Treasury 1.625% 2023 | 15,000 | 15,612 |
U.S. Treasury 1.75% 2023 | 3,100 | 3,240 |
U.S. Treasury 2.125% 2023 | 33,428 | 35,626 |
U.S. Treasury 2.50% 2023 | 205,735 | 220,966 |
U.S. Treasury 2.50% 2023 | 10,300 | 10,979 |
U.S. Treasury 2.625% 2023 | 114,000 | 121,762 |
U.S. Treasury 2.625% 2023 | 15,000 | 16,127 |
U.S. Treasury 2.75% 2023 | 100,000 | 107,732 |
U.S. Treasury 2.875% 2023 | 242,729 | 264,472 |
U.S. Treasury 2.875% 2023 | 164,500 | 179,547 |
U.S. Treasury 1.25% 2024 | 75,000 | 77,971 |
U.S. Treasury 1.50% 2024 | 230,200 | 242,182 |
U.S. Treasury 1.50% 2024 | 130,777 | 137,449 |
U.S. Treasury 1.50% 2024 | 5,120 | 5,394 |
U.S. Treasury 1.75% 2024 | 40,000 | 42,376 |
Bonds, notes & other debt instruments (continued) U.S. Treasury bonds & notes (continued) U.S. Treasury (continued) | Principal amount (000) | Value (000) |
U.S. Treasury 1.75% 2024 | $13,103 | $13,894 |
U.S. Treasury 2.00% 2024 | 723,650 | 773,365 |
U.S. Treasury 2.00% 2024 | 183,000 | 195,292 |
U.S. Treasury 2.00% 2024 | 155,000 | 165,800 |
U.S. Treasury 2.125% 2024 | 108,000 | 116,553 |
U.S. Treasury 2.125% 2024 | 105,265 | 112,770 |
U.S. Treasury 2.125% 2024 | 18,000 | 19,462 |
U.S. Treasury 2.25% 2024 | 172,750 | 187,662 |
U.S. Treasury 2.25% 2024 | 55,825 | 59,923 |
U.S. Treasury 2.25% 2024 | 50,633 | 54,562 |
U.S. Treasury 2.25% 2024 | 33,000 | 35,913 |
U.S. Treasury 2.375% 2024 | 217,233 | 234,520 |
U.S. Treasury 2.50% 2024 | 84,000 | 91,431 |
U.S. Treasury 2.75% 2024 | 50,000 | 54,654 |
U.S. Treasury 0.50% 2025 | 141,054 | 141,974 |
U.S. Treasury 1.125% 2025 | 490,348 | 508,815 |
U.S. Treasury 1.375% 2025 | 97,369 | 102,039 |
U.S. Treasury 2.00% 2025 | 97,000 | 104,541 |
U.S. Treasury 2.125% 2025 | 61,750 | 67,107 |
U.S. Treasury 2.25% 2025 | 35,000 | 38,496 |
U.S. Treasury 2.50% 2025 | 14,000 | 15,430 |
U.S. Treasury 2.625% 2025 | 146,324 | 162,492 |
U.S. Treasury 2.625% 2025 | 63,822 | 71,708 |
U.S. Treasury 2.75% 20251 | 992,493 | 1,106,798 |
U.S. Treasury 2.75% 2025 | 31,813 | 35,669 |
U.S. Treasury 2.875% 2025 | 287,175 | 323,353 |
U.S. Treasury 1.625% 2026 | 157,900 | 169,244 |
U.S. Treasury 1.625% 2026 | 87,850 | 94,136 |
U.S. Treasury 1.625% 2026 | 1,466 | 1,572 |
U.S. Treasury 1.75% 2026 | 200,000 | 216,282 |
U.S. Treasury 1.875% 20261 | 402,000 | 436,560 |
U.S. Treasury 1.875% 2026 | 139,370 | 151,229 |
U.S. Treasury 2.00% 2026 | 15,600 | 17,104 |
U.S. Treasury 2.125% 2026 | 54,000 | 59,375 |
U.S. Treasury 2.25% 2026 | 64,385 | 71,153 |
U.S. Treasury 2.50% 2026 | 24,000 | 26,852 |
U.S. Treasury 2.625% 2026 | 142,585 | 160,379 |
U.S. Treasury 1.125% 2027 | 358,750 | 373,258 |
U.S. Treasury 2.25% 2027 | 220,486 | 248,274 |
U.S. Treasury 2.25% 2027 | 38,000 | 42,695 |
U.S. Treasury 2.25% 2027 | 3,000 | 3,350 |
U.S. Treasury 2.75% 2028 | 17,398 | 20,315 |
U.S. Treasury 2.875% 2028 | 61,335 | 72,436 |
U.S. Treasury 2.875% 2028 | 3,760 | 4,453 |
U.S. Treasury 1.625% 2029 | 123,598 | 134,382 |
U.S. Treasury 1.75% 2029 | 97,558 | 107,375 |
U.S. Treasury 2.375% 2029 | 11,795 | 13,589 |
U.S. Treasury 1.50% 2030 | 330,399 | 356,520 |
U.S. Treasury 4.625% 2040 | 9,400 | 15,415 |
U.S. Treasury 2.875% 2043 | 3,750 | 4,948 |
U.S. Treasury 3.00% 2044 | 5,900 | 7,997 |
U.S. Treasury 3.00% 20451 | 37,100 | 50,793 |
U.S. Treasury 3.00% 2045 | 5,560 | 7,572 |
U.S. Treasury 2.50% 20461 | 194,262 | 244,519 |
Bonds, notes & other debt instruments (continued) U.S. Treasury bonds & notes (continued) U.S. Treasury (continued) | Principal amount (000) | Value (000) |
U.S. Treasury 2.50% 2046 | $27,000 | $34,007 |
U.S. Treasury 2.875% 20461 | 32,854 | 44,408 |
U.S. Treasury 2.75% 20471 | 37,100 | 49,118 |
U.S. Treasury 2.75% 2047 | 5,300 | 7,018 |
U.S. Treasury 3.00% 20471 | 86,916 | 120,330 |
U.S. Treasury 3.00% 2047 | 13,950 | 19,307 |
U.S. Treasury 3.00% 20481 | 179,901 | 249,440 |
U.S. Treasury 3.125% 2048 | 11,150 | 15,811 |
U.S. Treasury 3.375% 20481 | 13,648 | 20,262 |
U.S. Treasury 2.25% 20491 | 331,492 | 403,210 |
U.S. Treasury 2.375% 20491 | 403,629 | 504,024 |
U.S. Treasury 2.875% 20491 | 268,148 | 366,395 |
U.S. Treasury 3.00% 20491 | 69,066 | 96,311 |
U.S. Treasury 2.00% 2050 | 40,710 | 47,329 |
14,747,334 | ||
U.S. Treasury inflation-protected securities 2.43% | ||
U.S. Treasury Inflation-Protected Security 0.625% 20234 | 19,419 | 19,565 |
U.S. Treasury Inflation-Protected Security 0.125% 20244 | 44,839 | 45,401 |
U.S. Treasury Inflation-Protected Security 0.50% 20244 | 30,682 | 31,135 |
U.S. Treasury Inflation-Protected Security 0.25% 20254 | 24,721 | 24,954 |
U.S. Treasury Inflation-Protected Security 0.625% 20264 | 8,467 | 8,763 |
U.S. Treasury Inflation-Protected Security 0.375% 20274 | 28,259 | 29,142 |
U.S. Treasury Inflation-Protected Security 0.375% 20274 | 21,783 | 22,338 |
U.S. Treasury Inflation-Protected Security 1.75% 20284 | 5,171 | 5,897 |
U.S. Treasury Inflation-Protected Security 0.25% 20294 | 10,084 | 10,513 |
U.S. Treasury Inflation-Protected Security 0.125% 20304 | 272,429 | 281,732 |
U.S. Treasury Inflation-Protected Security 2.125% 20411,4 | 14,511 | 20,262 |
U.S. Treasury Inflation-Protected Security 0.75% 20421,4 | 195,485 | 218,865 |
U.S. Treasury Inflation-Protected Security 1.00% 20484 | 25,313 | 31,173 |
U.S. Treasury Inflation-Protected Security 1.00% 20491,4 | 344,161 | 427,938 |
U.S. Treasury Inflation-Protected Security 0.25% 20504 | 97,017 | 100,615 |
1,278,293 | ||
Total U.S. Treasury bonds & notes | 16,025,627 | |
Corporate bonds & notes 30.13% Financials 7.41% | ||
ACE INA Holdings Inc. 2.30% 2020 | 13,345 | 13,360 |
ACE INA Holdings Inc. 2.875% 2022 | 1,585 | 1,611 |
ACE INA Holdings Inc. 3.35% 2026 | 1,885 | 2,001 |
ACE INA Holdings Inc. 4.35% 2045 | 1,465 | 1,783 |
Allstate Corp. 3.85% 2049 | 9,000 | 10,044 |
Ally Financial Inc. 8.00% 2031 | 10,769 | 12,271 |
Ally Financial Inc. 8.00% 2031 | 5,630 | 6,503 |
American Express Co. 3.00% 2024 | 20,000 | 20,673 |
American International Group, Inc. 3.90% 2026 | 2,625 | 2,741 |
American International Group, Inc. 4.80% 2045 | 1,150 | 1,229 |
AON Corp. 2.20% 2022 | 1,195 | 1,191 |
Australia & New Zealand Banking Group Ltd. 2.625% 2022 | 15,000 | 15,230 |
AXA Equitable Holdings, Inc. 3.90% 2023 | 5,575 | 5,562 |
AXA Equitable Holdings, Inc. 5.00% 2048 | 13,935 | 13,224 |
Banco Nacional de Comercio Exterior SNC 3.80% 2026 (UST Yield Curve Rate T Note Constant Maturity 5-year + 3.00% on 8/11/2021)5,6 | 1,850 | 1,687 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Financials (continued) | Principal amount (000) | Value (000) |
Bank of America Corp. 2.738% 2022 (3-month USD-LIBOR + 0.37% on 1/23/2021)6 | $21,000 | $20,982 |
Bank of America Corp. 3.004% 2023 (3-month USD-LIBOR + 0.79% on 12/20/2022)6 | 23,025 | 23,489 |
Bank of America Corp. 3.55% 2024 (3-month USD-LIBOR + 0.78% on 3/5/2023)6 | 36,500 | 37,888 |
Bank of America Corp. 3.864% 2024 (3-month USD-LIBOR + 0.94% on 7/23/2023)6 | 2,500 | 2,627 |
Bank of America Corp. 4.00% 2024 | 4,700 | 5,020 |
Bank of America Corp. 4.20% 2024 | 3,225 | 3,434 |
Bank of America Corp. 2.456% 2025 (3-month USD-LIBOR + 0.87% on 10/22/2024)6 | 3,925 | 3,965 |
Bank of America Corp. 3.093% 2025 (3-month USD-LIBOR + 1.09% on 10/1/2024)6 | 21,250 | 21,719 |
Bank of America Corp. 3.458% 2025 (3-month USD-LIBOR + 0.97% on 3/15/2024)6 | 35,685 | 36,859 |
Bank of America Corp. 2.015% 2026 (3-month USD-LIBOR + 0.64% on 2/13/2025)6 | 41,862 | 41,061 |
Bank of America Corp. 3.50% 2026 | 6,900 | 7,363 |
Bank of America Corp. 3.419% 2028 (3-month USD-LIBOR + 1.04% on 12/20/2027)6 | 6,425 | 6,647 |
Bank of America Corp. 3.593% 2028 (3-month USD-LIBOR + 1.37% on 7/21/2027)6 | 1,025 | 1,051 |
Bank of America Corp. 3.705% 20286 | 3,050 | 3,195 |
Bank of America Corp. 3.824% 2028 (3-month USD-LIBOR + 1.575% on 1/20/2027)6 | 400 | 416 |
Bank of America Corp. 2.88% 2030 (3-month USD-LIBOR + 1.19% on 10/22/2029)6 | 40,175 | 40,202 |
Bank of America Corp. 2.496% 2031 (3-month USD-LIBOR + 0.99% on 2/13/2030)6 | 83,385 | 80,313 |
Bank of America Corp. 4.083% 2051 (3-month USD-LIBOR + 3.15% on 3/20/2050)6 | 37,720 | 42,935 |
Bank of Nova Scotia 2.50% 2021 | 17,500 | 17,558 |
Bank of Nova Scotia 2.70% 2026 | 19,000 | 19,206 |
Barclays Bank PLC 3.65% 2025 | 2,000 | 1,977 |
Barclays Bank PLC 4.95% 2047 | 9,900 | 10,882 |
BBVA Bancomer SA 6.50% 20215 | 241 | 243 |
Berkshire Hathaway Finance Corp. 4.20% 2048 | 21,490 | 25,376 |
Berkshire Hathaway Finance Corp. 4.25% 2049 | 3,000 | 3,711 |
Berkshire Hathaway Inc. 3.125% 2026 | 4,100 | 4,402 |
Berkshire Hathaway Inc. 4.50% 2043 | 1,500 | 1,860 |
BNP Paribas 3.50% 20235 | 47,425 | 47,635 |
BNP Paribas 3.80% 20245 | 39,000 | 40,251 |
BNP Paribas 2.819% 2025 (3-month USD-LIBOR + 1.111% on 11/19/2024)5,6 | 5,050 | 4,998 |
BNP Paribas 3.375% 20255 | 25,675 | 25,554 |
Capital One Financial Corp. 4.25% 2025 | 17,500 | 17,964 |
Citigroup Inc. 2.35% 2021 | 16,500 | 16,497 |
Citigroup Inc. 2.70% 2021 | 13,500 | 13,561 |
Citigroup Inc. 2.90% 2021 | 13,500 | 13,633 |
Citigroup Inc. 4.044% 2024 (3-month USD-LIBOR + 1.023% on 6/1/2023)6 | 19,300 | 20,414 |
Citigroup Inc. 3.352% 2025 (3-month USD-LIBOR + 0.897% on 4/24/2024)6 | 13,900 | 14,334 |
Citigroup Inc. 3.20% 2026 | 2,600 | 2,699 |
Citigroup Inc. 4.60% 2026 | 4,175 | 4,498 |
Citigroup Inc. 3.668% 20286 | 3,275 | 3,400 |
Citigroup Inc. 3.887% 20282 | 8,175 | 8,433 |
Citigroup Inc. 2.976% 2030 (USD-SOFR + 1.422% on 11/5/2029)6 | 11,852 | 11,767 |
Citigroup Inc. 2.666% 2031 (USD-SOFR + 1.146% on 1/29/2030)6 | 23,710 | 23,094 |
Citigroup Inc. 4.412% 2031 (USD-SOFR + 3.914% on 3/31/2030)6 | 36,875 | 40,656 |
Commonwealth Bank of Australia 3.61% 2034 (UST Yield Curve Rate T Note Constant Maturity 5-year + 2.05% on 9/12/2029)5,6 | 13,875 | 12,604 |
Cooperatieve Rabobank UA 2.75% 2023 | 17,000 | 17,252 |
Cooperatieve Rabobank UA 2.625% 20245 | 10,900 | 10,611 |
Credit Acceptance Corp. 6.625% 2026 | 1,488 | 1,414 |
Crédit Agricole SA 3.375% 20225 | 10,250 | 10,235 |
Crédit Agricole SA 3.75% 20235 | 21,000 | 21,428 |
Crédit Agricole SA 3.25% 20245 | 6,200 | 6,222 |
Crédit Agricole SA 4.375% 20255 | 11,130 | 11,141 |
Credit Suisse Group AG 3.45% 2021 | 11,250 | 11,325 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Financials (continued) | Principal amount (000) | Value (000) |
Credit Suisse Group AG 2.997% 2023 (3-month USD-LIBOR + 1.20% on 12/14/2022)5,6 | $32,850 | $32,024 |
Credit Suisse Group AG 3.80% 2023 | 29,264 | 29,970 |
Credit Suisse Group AG 2.593% 2025 (USD-SOFR + 1.56% on 9/11/2024)5,6 | 16,475 | 15,680 |
Credit Suisse Group AG 3.75% 2025 | 7,600 | 7,693 |
Credit Suisse Group AG 4.55% 2026 | 11,000 | 11,641 |
Credit Suisse Group AG 4.282% 20285 | 4,286 | 4,398 |
Credit Suisse Group AG 3.869% 2029 (3-month USD-LIBOR + 1.41% on 1/12/2028)5,6 | 13,185 | 13,373 |
Credit Suisse Group AG 4.194% 20315,6 | 63,825 | 65,515 |
Danske Bank AS 2.00% 20215 | 20,260 | 19,870 |
Danske Bank AS 2.70% 20225 | 13,475 | 12,893 |
Danske Bank AS 3.875% 20235 | 31,840 | 31,476 |
Deutsche Bank AG 2.70% 2020 | 13,000 | 12,746 |
Deutsche Bank AG 3.15% 2021 | 32,737 | 32,000 |
Deutsche Bank AG 3.375% 2021 | 2,100 | 1,990 |
Deutsche Bank AG 4.25% 2021 | 36,725 | 35,278 |
Deutsche Bank AG 4.25% 2021 | 850 | 809 |
Deutsche Bank AG 3.30% 2022 | 4,055 | 3,803 |
Deutsche Bank AG 5.00% 2022 | 4,675 | 4,614 |
Deutsche Bank AG 3.95% 2023 | 11,197 | 11,137 |
Deutsche Bank AG 3.70% 2024 | 16,300 | 15,311 |
Deutsche Bank AG 3.70% 2024 | 6,250 | 5,652 |
Deutsche Bank AG 3.961% 2025 (USD-SOFR + 2.581% on 11/26/2024)6 | 45,957 | 42,579 |
Deutsche Bank AG 4.10% 2026 | 15,650 | 14,310 |
Deutsche Bank AG 4.10% 2026 | 3,022 | 2,817 |
DNB Bank ASA 2.375% 20215 | 22,700 | 22,263 |
FS Energy and Power Fund 7.50% 20235 | 7,755 | 6,960 |
Goldman Sachs Group, Inc. 2.905% 2023 (3-month USD-LIBOR + 0.99% on 7/24/2022)6 | 41,000 | 41,250 |
Goldman Sachs Group, Inc. 3.272% 2025 (3-month USD-LIBOR + 1.201% on 9/29/2024)6 | 3,565 | 3,642 |
Goldman Sachs Group, Inc. 3.50% 2025 | 38,512 | 39,123 |
Goldman Sachs Group, Inc. (3-month USD-LIBOR + 1.17%) 2.862% 20262 | 5,975 | 5,497 |
Goldman Sachs Group, Inc. 3.50% 2026 | 2,525 | 2,586 |
Goldman Sachs Group, Inc. 3.814% 2029 (3-month USD-LIBOR + 1.158% on 4/23/2028)6 | 10,080 | 10,442 |
Goldman Sachs Group, Inc. 3.80% 2030 | 88,140 | 92,106 |
Groupe BPCE SA 2.75% 20235 | 8,600 | 8,491 |
Groupe BPCE SA 5.70% 20235 | 30,476 | 31,368 |
Groupe BPCE SA 5.15% 20245 | 25,098 | 26,508 |
Groupe BPCE SA 4.50% 20255 | 7,795 | 7,750 |
Guardian Life Global Funding 2.90% 20245 | 2,420 | 2,496 |
Hartford Financial Services Group, Inc. 2.80% 2029 | 13,850 | 13,566 |
Hartford Financial Services Group, Inc. 3.60% 2049 | 3,250 | 3,090 |
HSBC Holdings PLC 4.125% 20205 | 9,453 | 9,481 |
HSBC Holdings PLC 2.633% 2025 (3-month USD-LIBOR + 1.14% on 11/7/2024)6 | 18,500 | 17,981 |
HSBC Holdings PLC 3.973% 2030 (3-month USD-LIBOR + 1.61% on 5/22/2029)6 | 37,900 | 38,999 |
HSBC Holdings PLC 4.95% 2030 | 12,975 | 14,326 |
HSBK (Europe) BV 7.25% 20215 | 3,710 | 3,806 |
Icahn Enterprises Finance Corp. 6.25% 2022 | 5,940 | 5,987 |
Intesa Sanpaolo SpA 3.125% 20225 | 17,025 | 16,260 |
Intesa Sanpaolo SpA 3.375% 20235 | 39,966 | 38,205 |
Intesa Sanpaolo SpA 3.25% 20245 | 5,600 | 5,232 |
Intesa Sanpaolo SpA 5.017% 20245 | 116,668 | 119,289 |
Intesa Sanpaolo SpA 5.71% 20265 | 24,105 | 23,541 |
Intesa Sanpaolo SpA 3.875% 20275 | 10,275 | 9,540 |
Intesa Sanpaolo SpA 3.875% 20285 | 4,974 | 4,698 |
Jefferies Financial Group Inc. 5.50% 2023 | 4,695 | 4,745 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Financials (continued) | Principal amount (000) | Value (000) |
JPMorgan Chase & Co. 2.40% 2021 | $17,500 | $17,589 |
JPMorgan Chase & Co. 2.55% 2021 | 26,400 | 26,471 |
JPMorgan Chase & Co. 3.559% 2024 (3-month USD-LIBOR + 0.73% on 4/23/2023)6 | 20,134 | 20,944 |
JPMorgan Chase & Co. 3.797% 2024 (3-month USD-LIBOR + 0.89% on 7/23/2023)6 | 1,242 | 1,302 |
JPMorgan Chase & Co. 3.875% 2024 | 485 | 513 |
JPMorgan Chase & Co. 4.023% 2024 (3-month USD-LIBOR + 1.00% on 12/5/2023)6 | 5,875 | 6,234 |
JPMorgan Chase & Co. 2.301% 2025 (USD-SOFR + 1.16% on 10/15/2024)6 | 51,319 | 51,412 |
JPMorgan Chase & Co. 3.125% 2025 | 1,055 | 1,101 |
JPMorgan Chase & Co. 2.005% 2026 (USD-SOFR + 1.585% on 3/13/2025)6 | 137,868 | 136,257 |
JPMorgan Chase & Co. 2.95% 2026 | 3,525 | 3,651 |
JPMorgan Chase & Co. 2.739% 2030 (USD-SOFR + 1.51% on 10/15/2029)6 | 40,356 | 40,610 |
Lloyds Banking Group PLC 2.907% 2023 (3-month USD-LIBOR + 0.81% on 11/7/2022)6 | 16,500 | 16,502 |
Lloyds Banking Group PLC 4.05% 2023 | 14,200 | 14,797 |
Lloyds Banking Group PLC 4.582% 2025 | 5,143 | 5,303 |
Lloyds Banking Group PLC 2.438% 2026 (UST Yield Curve Rate T Note Constant Maturity 1-year + 1.00% on 2/5/2025)6 | 13,875 | 13,131 |
Lloyds Banking Group PLC 4.375% 2028 | 2,560 | 2,760 |
LPL Financial Holdings Inc. 4.625% 20275 | 4,395 | 4,053 |
Marsh & McLennan Cos., Inc. 3.875% 2024 | 17,120 | 17,962 |
Marsh & McLennan Cos., Inc. 4.375% 2029 | 2,460 | 2,739 |
Marsh & McLennan Cos., Inc. 4.75% 2039 | 750 | 886 |
Marsh & McLennan Cos., Inc. 4.90% 2049 | 1,200 | 1,541 |
MetLife Capital Trust IV, junior subordinated, 7.875% 2067 (3-month USD-LIBOR + 3.96% on 12/1/2037)5,6 | 100 | 116 |
MetLife, Inc. 3.60% 2025 | 100 | 105 |
MetLife, Inc. 4.55% 2030 | 2,000 | 2,254 |
MetLife, Inc. 4.60% 2046 | 800 | 885 |
Metropolitan Life Global Funding I 2.50% 20205 | 7,500 | 7,528 |
Metropolitan Life Global Funding I 2.40% 20215 | 19,975 | 19,915 |
Metropolitan Life Global Funding I 3.45% 20215 | 1,500 | 1,512 |
Metropolitan Life Global Funding I 2.40% 20225 | 5,965 | 6,004 |
Metropolitan Life Global Funding I 3.375% 20225 | 3,000 | 3,048 |
Metropolitan Life Global Funding I 3.60% 20245 | 3,000 | 3,120 |
Metropolitan Life Global Funding I 3.45% 20265 | 2,315 | 2,441 |
Metropolitan Life Global Funding I 3.00% 20275 | 2,500 | 2,459 |
Metropolitan Life Global Funding I 3.05% 20295 | 5,000 | 5,088 |
Mitsubishi UFJ Financial Group, Inc. 2.19% 2021 | 7,451 | 7,355 |
Mitsubishi UFJ Financial Group, Inc. 2.665% 2022 | 16,000 | 16,045 |
Mitsubishi UFJ Financial Group, Inc. 2.998% 2022 | 9,825 | 10,025 |
Mitsubishi UFJ Financial Group, Inc. 2.801% 2024 | 4,600 | 4,643 |
Mitsubishi UFJ Financial Group, Inc. 2.193% 2025 | 45,000 | 44,649 |
Mizuho Financial Group, Ltd. 3.549% 2023 | 17,000 | 17,453 |
Morgan Stanley 2.50% 2021 | 14,300 | 14,294 |
Morgan Stanley 2.75% 2022 | 13,054 | 13,203 |
Morgan Stanley 3.125% 2023 | 14,850 | 15,208 |
Morgan Stanley 3.70% 2024 | 875 | 926 |
Morgan Stanley 3.737% 2024 (3-month USD-LIBOR + 0.847% on 4/24/2023)6 | 57,500 | 59,288 |
Morgan Stanley 2.72% 2025 (USD-SOFR + 1.152% on 7/22/2024)6 | 31,600 | 32,043 |
Morgan Stanley 3.591% 20282 | 4,950 | 5,198 |
Morgan Stanley 2.699% 2031 (USD-SOFR + 1.143% on 1/22/2030)6 | 24,660 | 24,224 |
Morgan Stanley 3.622% 2031 (USD-SOFR + 3.12% on 4/1/2030)6 | 31,610 | 32,967 |
Morgan Stanley 5.597% 2051 (USD-SOFR + 4.84% on 3/24/2051)6 | 15,000 | 21,277 |
MSCI Inc. 3.625% 20305 | 1,175 | 1,121 |
National Australia Bank Ltd. 2.50% 2022 | 15,500 | 15,656 |
National Australia Bank Ltd. 2.875% 2023 | 13,200 | 13,447 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Financials (continued) | Principal amount (000) | Value (000) |
Nationwide Building Society 3.766% 2024 (3-month USD-LIBOR + 1.064% on 3/8/2023)5,6 | $5,000 | $4,860 |
Nationwide Building Society 4.363% 2024 (3-month USD-LIBOR + 1.392% on 8/1/2023)5,6 | 33,400 | 33,606 |
Nationwide Building Society 4.125% 2032 (5-year USD-ICE Swap + 1.849% on 10/18/2027)5,6 | 3,000 | 2,940 |
Navient Corp. 5.50% 2023 | 7,000 | 6,633 |
Navient Corp. 5.00% 2027 | 3,250 | 2,818 |
New York Life Global Funding 1.95% 20205 | 3,625 | 3,618 |
New York Life Global Funding 1.70% 20215 | 30,500 | 31,073 |
New York Life Global Funding 2.00% 20215 | 700 | 699 |
New York Life Global Funding 2.25% 20225 | 10,195 | 10,257 |
New York Life Global Funding 2.875% 20245 | 2,500 | 2,571 |
New York Life Global Funding 3.00% 20285 | 2,500 | 2,568 |
Nuveen, LLC 4.00% 20285 | 1,515 | 1,588 |
OneMain Holdings, Inc. 7.125% 2026 | 7,800 | 7,678 |
PNC Bank 3.50% 2023 | 17,840 | 18,483 |
PNC Financial Services Group, Inc. 3.50% 2024 | 11,700 | 12,159 |
PRICOA Global Funding I 2.45% 20225 | 3,090 | 3,034 |
PRICOA Global Funding I 3.45% 20235 | 11,525 | 11,785 |
Principal Financial Group, Inc. 4.111% 20285 | 3,500 | 3,486 |
Progressive Corp. 4.00% 2029 | 3,000 | 3,311 |
Progressive Corp. 3.20% 2030 | 3,650 | 3,974 |
Progressive Corp. 3.95% 2050 | 1,250 | 1,449 |
Prudential Financial, Inc. 3.905% 2047 | 850 | 825 |
Prudential Financial, Inc. 4.418% 2048 | 1,000 | 1,036 |
Prudential Financial, Inc. 4.35% 2050 | 5,000 | 5,159 |
Prudential Financial, Inc. 3.70% 2051 | 21,150 | 19,908 |
Prudential Financial, Inc., junior subordinated, 5.70% 2048 (3-month USD-LIBOR + 2.665% on 9/15/2028)6 | 3,500 | 3,252 |
Rabobank Nederland 2.50% 2021 | 8,500 | 8,508 |
Rabobank Nederland 4.375% 2025 | 5,945 | 6,102 |
Rede D’Or Finance SARL 4.50% 20305 | 7,200 | 6,284 |
Royal Bank of Canada 3.20% 2021 | 20,000 | 20,242 |
Royal Bank of Canada 2.80% 2022 | 23,825 | 24,141 |
Royal Bank of Canada 1.95% 2023 | 9,520 | 9,435 |
Royal Bank of Scotland PLC 4.65% 2024 (3-month USD-LIBOR + 1.55% on 6/25/2023)6 | 14,130 | 14,248 |
Royal Bank of Scotland PLC 4.445% 2030 (3-month USD-LIBOR + 1.871% on 5/5/2029)6 | 14,200 | 14,912 |
Royal Bank of Scotland PLC 5.076% 2030 (3-month USD-LIBOR + 1.905% on 1/27/2029)6 | 5,300 | 5,771 |
Santander Holdings USA, Inc. 3.40% 2023 | 17,000 | 16,817 |
Santander Holdings USA, Inc. 3.50% 2024 | 13,325 | 13,033 |
Santander Holdings USA, Inc. 3.244% 2026 | 15,000 | 13,424 |
Skandinaviska Enskilda Banken AB 1.875% 2021 | 13,500 | 13,382 |
Skandinaviska Enskilda Banken AB 2.625% 2021 | 15,275 | 15,287 |
State Street Corp. 2.825% 2023 (USD-SOFR + 2.69% on 3/30/2022)5,6 | 4,150 | 4,191 |
State Street Corp. 2.901% 2026 (USD-SOFR + 2.70% on 3/30/2025)5,6 | 4,500 | 4,610 |
State Street Corp. 3.152% 2031 (USD-SOFR + 2.65% on 3/30/2025)5,6 | 2,750 | 2,827 |
Sumitomo Mitsui Banking Corp. 3.102% 2023 | 28,940 | 29,014 |
Svenska Handelsbanken AB 1.875% 2021 | 8,920 | 8,731 |
Synchrony Financial 2.85% 2022 | 8,750 | 8,346 |
Synchrony Financial 4.375% 2024 | 5,825 | 5,779 |
Toronto-Dominion Bank 2.65% 2024 | 41,125 | 42,064 |
Travelers Cos., Inc. 4.00% 2047 | 2,250 | 2,546 |
Travelers Cos., Inc. 4.10% 2049 | 1,500 | 1,772 |
U.S. Bancorp 2.85% 2023 | 21,000 | 21,483 |
U.S. Bancorp 3.40% 2023 | 13,125 | 13,831 |
U.S. Bancorp 2.40% 2024 | 59,000 | 59,104 |
UBS Group AG 3.126% 2030 (3-month USD-LIBOR + 1.468% on 8/13/2029)5,6 | 19,100 | 18,672 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Financials (continued) | Principal amount (000) | Value (000) |
UniCredit SpA 3.75% 20225 | $14,975 | $14,858 |
UniCredit SpA 6.572% 20225 | 22,250 | 22,680 |
UniCredit SpA 4.625% 20275 | 27,550 | 25,562 |
UniCredit SpA 5.861% 2032 (5-year USD-ICE Swap + 3.703% on 6/19/2027)5,6 | 53,810 | 49,617 |
UniCredit SpA 7.296% 2034 (5-year USD-ICE Swap + 4.914% on 4/2/2029)5,6 | 35,184 | 39,210 |
Unum Group 5.625% 2020 | 345 | 346 |
VEB Finance Ltd. 6.902% 20205 | 4,600 | 4,610 |
VEB Finance Ltd. 6.80% 20255 | 500 | 531 |
Wells Fargo & Co. 2.10% 2021 | 41,300 | 41,274 |
Wells Fargo & Co. 2.50% 2021 | 13,500 | 13,514 |
Wells Fargo & Co. 2.625% 2022 | 16,000 | 16,209 |
Wells Fargo & Co. 3.55% 2023 | 5,000 | 5,249 |
Wells Fargo & Co. 2.406% 2025 (3-month USD-LIBOR + 0.82% on 10/30/2024)6 | 71,875 | 70,946 |
Wells Fargo & Co. 2.164% 2026 (3-month USD-LIBOR + 0.75% on 2/11/2025)6 | 6,300 | 6,157 |
Wells Fargo & Co. 3.00% 2026 | 75 | 77 |
Wells Fargo & Co. 3.196% 2027 (3-month USD-LIBOR + 1.17% on 4/17/2027)6 | 24,675 | 25,458 |
Wells Fargo & Co. 2.572% 2031 (3-month USD-LIBOR + 1.00% on 2/11/2030)6 | 49,312 | 47,623 |
Wells Fargo & Co. 4.478% 2031 (3-month USD-LIBOR + 3.77% on 4/4/2030)6 | 4,925 | 5,592 |
Wells Fargo & Co. 5.013% 2051 (3-month USD-LIBOR + 4.24% on 4/4/2050)6 | 35,200 | 45,013 |
Westpac Banking Corp. 2.894% 2030 (UST Yield Curve Rate T Note Constant Maturity 5-year + 1.35% on 2/4/2025)6 | 29,668 | 28,522 |
Willis North America Inc. 3.875% 2049 | 3,100 | 3,235 |
3,900,782 | ||
Health care 4.75% | ||
Abbott Laboratories 3.40% 2023 | 6,785 | 7,141 |
Abbott Laboratories 3.75% 2026 | 1,023 | 1,145 |
Abbott Laboratories 4.75% 2036 | 200 | 254 |
AbbVie Inc. 2.50% 2020 | 12,435 | 12,436 |
AbbVie Inc. 2.30% 2021 | 14,335 | 14,296 |
AbbVie Inc. 3.20% 2022 | 3,040 | 3,109 |
AbbVie Inc. 3.75% 2023 | 5,333 | 5,535 |
AbbVie Inc. 2.60% 20245 | 33,935 | 34,545 |
AbbVie Inc. 2.95% 20265 | 31,642 | 32,314 |
AbbVie Inc. 3.20% 20295 | 39,761 | 40,810 |
AbbVie Inc. 4.05% 20395 | 13,700 | 14,435 |
AbbVie Inc. 4.45% 2046 | 18,055 | 19,276 |
AbbVie Inc. 4.875% 2048 | 13,000 | 15,226 |
AbbVie Inc. 4.25% 20495 | 13,724 | 14,995 |
Allergan PLC 3.45% 2022 | 43,067 | 44,744 |
Allergan PLC 3.80% 2025 | 3,803 | 3,901 |
Allergan PLC 4.75% 2045 | 5,024 | 5,446 |
Allergan, Inc. 5.00% 20215 | 12,457 | 12,913 |
Amgen Inc. 2.45% 2030 | 30,215 | 30,177 |
Amgen Inc. 3.375% 2050 | 9,410 | 9,951 |
Anthem, Inc. 2.95% 2022 | 22,000 | 22,493 |
Anthem, Inc. 2.375% 2025 | 1,534 | 1,517 |
AstraZeneca PLC 2.375% 2022 | 14,650 | 14,771 |
AstraZeneca PLC 3.50% 2023 | 15,207 | 15,971 |
AstraZeneca PLC 3.375% 2025 | 41,116 | 43,357 |
AstraZeneca PLC 4.00% 2029 | 10,809 | 12,316 |
Avantor, Inc. 6.00% 20245 | 5,243 | 5,526 |
Bayer US Finance II LLC 3.875% 20235 | 26,275 | 26,935 |
Bayer US Finance II LLC 4.25% 20255 | 31,819 | 33,129 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Health care (continued) | Principal amount (000) | Value (000) |
Bayer US Finance II LLC 4.375% 20285 | $31,900 | $34,168 |
Bayer US Finance II LLC 4.875% 20485 | 5,776 | 6,690 |
Becton, Dickinson and Co. 2.404% 2020 | 19,675 | 19,614 |
Becton, Dickinson and Co. 2.894% 2022 | 22,730 | 22,767 |
Becton, Dickinson and Co. 3.363% 2024 | 41,795 | 41,964 |
Becton, Dickinson and Co. 3.734% 2024 | 5,000 | 5,136 |
Becton, Dickinson and Co. 3.70% 2027 | 22,356 | 22,767 |
Boston Scientific Corp. 3.375% 2022 | 5,000 | 5,163 |
Boston Scientific Corp. 3.45% 2024 | 1,985 | 2,041 |
Boston Scientific Corp. 3.75% 2026 | 11,325 | 11,904 |
Boston Scientific Corp. 4.70% 2049 | 1,025 | 1,177 |
Bristol-Myers Squibb Co. 2.60% 20225 | 6,623 | 6,764 |
Bristol-Myers Squibb Co. 2.90% 20245 | 21,114 | 22,421 |
Bristol-Myers Squibb Co. 3.20% 20265 | 12,838 | 13,742 |
Bristol-Myers Squibb Co. 3.40% 20295 | 42,767 | 47,108 |
Bristol-Myers Squibb Co. 4.25% 20495 | 6,867 | 8,645 |
Centene Corp. 4.75% 2022 | 2,500 | 2,526 |
Centene Corp. 4.75% 20255 | 24,060 | 24,511 |
Centene Corp. 5.375% 20265 | 10,415 | 10,786 |
Centene Corp. 5.375% 20265 | 3,175 | 3,274 |
Centene Corp. 4.25% 20275 | 58,085 | 58,518 |
Centene Corp. 4.625% 20295 | 35,335 | 35,708 |
Centene Corp. 3.375% 20305 | 23,182 | 21,646 |
Charles River Laboratories International, Inc. 5.50% 20265 | 6,500 | 6,675 |
Cigna Corp. 3.75% 2023 | 7,753 | 7,994 |
Cigna Corp. 4.375% 2028 | 21,465 | 23,145 |
Cigna Corp. 2.40% 2030 | 12,241 | 11,655 |
Cigna Corp. 4.80% 2038 | 2,020 | 2,283 |
Cigna Corp. 4.90% 2048 | 14,945 | 18,153 |
Concordia International Corp. 8.00% 2024 | 1,308 | 1,158 |
CVS Health Corp. 3.35% 2021 | 2,571 | 2,590 |
CVS Health Corp. 3.625% 2027 | 6,114 | 6,275 |
CVS Health Corp. 4.30% 2028 | 6,090 | 6,480 |
CVS Health Corp. 3.75% 2030 | 11,800 | 12,234 |
CVS Health Corp. 5.05% 2048 | 12,004 | 13,685 |
CVS Health Corp. 4.25% 2050 | 9,929 | 10,366 |
DaVita HealthCare Partners Inc. 5.125% 2024 | 5,000 | 5,016 |
Elanco Animal Health Incorporated 5.022% 2023 | 3,250 | 3,293 |
Eli Lilly and Co. 2.35% 2022 | 3,816 | 3,894 |
Eli Lilly and Co. 3.375% 2029 | 10,486 | 11,338 |
EMD Finance LLC 2.95% 20225 | 9,600 | 9,744 |
EMD Finance LLC 3.25% 20255 | 36,850 | 38,861 |
Endo International PLC 5.875% 20245 | 625 | 590 |
GlaxoSmithKline PLC 2.875% 2022 | 6,417 | 6,571 |
GlaxoSmithKline PLC 3.375% 2023 | 41,545 | 43,418 |
GlaxoSmithKline PLC 3.00% 2024 | 14,515 | 15,165 |
GlaxoSmithKline PLC 3.625% 2025 | 17,910 | 19,339 |
HCA Inc. 5.875% 2023 | 3,750 | 3,938 |
HCA Inc. 5.875% 2026 | 4,700 | 4,921 |
HCA Inc. 4.125% 2029 | 2,825 | 2,855 |
HCA Inc. 5.875% 2029 | 7,130 | 7,567 |
HCA Inc. 3.50% 2030 | 5,225 | 4,762 |
HCA Inc. 5.25% 2049 | 8,300 | 8,921 |
Humana Inc. 2.50% 2020 | 15,000 | 14,940 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Health care (continued) | Principal amount (000) | Value (000) |
IMS Health Holdings, Inc. 5.00% 20265 | $5,750 | $5,905 |
Johnson & Johnson 2.25% 2022 | 12,240 | 12,692 |
Kinetic Concepts, Inc. 12.50% 20215 | 5,955 | 6,007 |
Laboratory Corp. of America Holdings 4.70% 2045 | 1,310 | 1,496 |
Medtronic, Inc. 3.50% 2025 | 890 | 960 |
Merck & Co., Inc. 2.80% 2023 | 5,773 | 5,820 |
Merck & Co., Inc. 2.90% 2024 | 5,655 | 5,924 |
Merck & Co., Inc. 2.75% 2025 | 33,248 | 34,833 |
Molina Healthcare, Inc. 5.375% 2022 | 1,000 | 995 |
Molina Healthcare, Inc. 4.875% 20255 | 10,115 | 9,951 |
Mylan Laboratories Inc. 3.15% 2021 | 14,800 | 14,669 |
New York University Hospital Center 3.38% 2055 | 6,417 | 6,019 |
Novartis Capital Corp. 1.75% 2025 | 10,827 | 10,958 |
Novartis Capital Corp. 2.00% 2027 | 5,513 | 5,583 |
Novartis Capital Corp. 2.20% 2030 | 15,824 | 16,143 |
Partners HealthCare System, Inc. 3.192% 2049 | 10,400 | 10,458 |
Pfizer Inc. 2.80% 2022 | 3,707 | 3,788 |
Pfizer Inc. 3.20% 2023 | 37,100 | 39,190 |
Pfizer Inc. 2.95% 2024 | 9,971 | 10,358 |
Pfizer Inc. 2.75% 2026 | 10,172 | 10,718 |
Rotech Healthcare Inc., Term Loan, (3-month USD-LIBOR + 11.00%) 13.01% 2023 (100% PIK)2,7,8,9,10 | 7,073 | 6,135 |
Shire PLC 2.40% 2021 | 13,442 | 13,402 |
Shire PLC 2.875% 2023 | 8,790 | 8,985 |
Shire PLC 3.20% 2026 | 43,426 | 44,513 |
Takeda Pharmaceutical Co., Ltd. 4.40% 2023 | 47,390 | 49,968 |
Takeda Pharmaceutical Co., Ltd. 5.00% 2028 | 68,368 | 78,175 |
Team Health Holdings, Inc. 6.375% 20255 | 5,240 | 1,880 |
Tenet Healthcare Corp. 4.625% 2024 | 10,300 | 9,862 |
Tenet Healthcare Corp. 4.875% 20265 | 5,535 | 5,293 |
Tenet Healthcare Corp. 5.125% 20275 | 4,565 | 4,377 |
Teva Pharmaceutical Finance Co. BV 2.20% 2021 | 3,886 | 3,733 |
Teva Pharmaceutical Finance Co. BV 2.95% 2022 | 6,800 | 6,271 |
Teva Pharmaceutical Finance Co. BV 2.80% 2023 | 239,298 | 219,854 |
Teva Pharmaceutical Finance Co. BV 6.00% 2024 | 92,316 | 91,277 |
Teva Pharmaceutical Finance Co. BV 7.125% 20255 | 66,000 | 65,712 |
Teva Pharmaceutical Finance Co. BV 3.15% 2026 | 95,825 | 81,444 |
Teva Pharmaceutical Finance Co. BV 6.75% 2028 | 86,779 | 84,657 |
Teva Pharmaceutical Finance Co. BV 4.10% 2046 | 110,965 | 81,870 |
Thermo Fisher Scientific Inc. 4.497% 2030 | 12,711 | 14,357 |
UnitedHealth Group Inc. 3.35% 2022 | 200 | 207 |
UnitedHealth Group Inc. 2.375% 2024 | 11,540 | 11,853 |
UnitedHealth Group Inc. 3.50% 2024 | 21,200 | 22,599 |
UnitedHealth Group Inc. 3.70% 2025 | 15,430 | 16,724 |
UnitedHealth Group Inc. 3.75% 2025 | 5,880 | 6,391 |
UnitedHealth Group Inc. 2.875% 2029 | 16,410 | 17,337 |
UnitedHealth Group Inc. 4.45% 2048 | 4,920 | 6,203 |
UnitedHealth Group Inc. 3.70% 2049 | 13,875 | 15,511 |
Valeant Pharmaceuticals International, Inc. 6.50% 20225 | 4,255 | 4,313 |
Valeant Pharmaceuticals International, Inc. 7.00% 20245 | 5,608 | 5,783 |
Valeant Pharmaceuticals International, Inc. 5.50% 20255 | 10,000 | 10,166 |
Valeant Pharmaceuticals International, Inc. 9.25% 20265 | 9,160 | 9,613 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Health care (continued) | Principal amount (000) | Value (000) |
WellPoint, Inc. 3.50% 2024 | $18,698 | $19,221 |
Zimmer Holdings, Inc. 3.15% 2022 | 14,276 | 14,285 |
2,499,968 | ||
Utilities 3.18% | ||
Abu Dhabi National Energy Co. PJSC (TAQA) 5.875% 20215 | 1,055 | 1,081 |
Abu Dhabi National Energy Co. PJSC (TAQA) 3.625% 20235 | 2,110 | 2,100 |
Abu Dhabi National Energy Co. PJSC (TAQA) 4.375% 20255 | 20,500 | 20,692 |
Abu Dhabi National Energy Co. PJSC (TAQA) 4.375% 20265 | 600 | 606 |
Abu Dhabi National Energy Co. PJSC (TAQA) 4.875% 20305 | 440 | 460 |
AEP Transmission Co. LLC 3.65% 2050 | 4,275 | 4,422 |
AES Corp. 4.875% 2023 | 6,550 | 6,345 |
AES Corp. 5.50% 2025 | 6,000 | 5,925 |
AES Corp. 5.125% 2027 | 2,000 | 2,016 |
Alliant Energy Finance LLC 4.25% 20285 | 3,804 | 3,845 |
Ameren Corp. 2.50% 2024 | 3,297 | 3,212 |
Ameren Corp. 3.50% 2031 | 12,750 | 12,720 |
American Electric Power Co., Inc. 4.30% 2028 | 10,000 | 10,680 |
American Electric Power Co., Inc. 2.30% 2030 | 17,450 | 16,387 |
American Electric Power Co., Inc. 3.25% 2050 | 22,050 | 19,426 |
Avangrid, Inc. 3.80% 2029 | 5,000 | 5,129 |
Berkshire Hathaway Energy Co. 2.80% 2023 | 8,650 | 8,336 |
Berkshire Hathaway Energy Co. 4.05% 20255 | 5,800 | 6,260 |
Berkshire Hathaway Energy Co. 3.70% 20305 | 7,575 | 8,060 |
Berkshire Hathaway Energy Co. 4.50% 2045 | 200 | 226 |
Berkshire Hathaway Energy Co. 4.25% 20505 | 3,975 | 4,555 |
Calpine Corp. 5.25% 20265 | 10,300 | 9,857 |
Cemig Geração e Transmissão SA 9.25% 2024 | 700 | 678 |
CenterPoint Energy, Inc. 3.85% 2024 | 36,462 | 37,058 |
CenterPoint Energy, Inc. 2.95% 2030 | 13,000 | 12,377 |
CenterPoint Energy, Inc. 3.70% 2049 | 2,775 | 2,704 |
CMS Energy Corp. 3.875% 2024 | 5,000 | 5,104 |
CMS Energy Corp. 3.00% 2026 | 5,707 | 5,604 |
Colbun SA 3.95% 20275 | 5,225 | 5,036 |
Comision Federal de Electricidad 4.875% 20245 | 2,500 | 2,397 |
Comision Federal de Electricidad 4.75% 20275 | 370 | 345 |
Consolidated Edison Co. of New York, Inc. 3.35% 2030 | 6,625 | 6,848 |
Consolidated Edison Co. of New York, Inc. 3.988% 2050 | 8,100 | 8,472 |
Consumers Energy Co. 3.10% 2050 | 23,802 | 23,325 |
Consumers Energy Co. 3.75% 2050 | 5,000 | 5,446 |
Consumers Energy Co. 3.50% 2051 | 9,700 | 10,465 |
Dominion Resources, Inc. 3.375% 2030 | 19,275 | 19,081 |
Dominion Resources, Inc., junior subordinated, 3.071% 20246 | 17,600 | 17,626 |
DTE Energy Co. 3.40% 2029 | 16,850 | 16,967 |
Duke Energy Carolinas, LLC 2.45% 2029 | 32,180 | 31,645 |
Duke Energy Carolinas, LLC 2.45% 2030 | 33,114 | 33,051 |
Duke Energy Corp. 3.40% 2029 | 29,000 | 29,434 |
Duke Energy Florida, LLC 2.50% 2029 | 13,933 | 13,728 |
Duke Energy Indiana, Inc. 3.25% 2049 | 3,875 | 3,935 |
Edison International 3.125% 2022 | 13,250 | 13,038 |
Edison International 3.55% 2024 | 38,775 | 38,589 |
Edison International 4.95% 2025 | 3,350 | 3,402 |
Edison International 5.75% 2027 | 11,322 | 11,793 |
Edison International 4.125% 2028 | 35,608 | 34,169 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Utilities (continued) | Principal amount (000) | Value (000) |
EDP Finance BV 5.25% 20215 | $3,500 | $3,602 |
EDP Finance BV 3.625% 20245 | 9,275 | 9,367 |
Electricité de France SA 4.50% 20285 | 762 | 842 |
Electricité de France SA 4.875% 20385 | 3,725 | 4,298 |
Electricité de France SA 4.95% 20455 | 711 | 793 |
Electricité de France SA 5.00% 20485 | 305 | 346 |
Electricité de France SA 6.00% 2114 | £300 | 561 |
Emera Inc. 6.75% 2076 (3-month USD-LIBOR + 5.44% on 6/15/2026)6 | $22,401 | 20,760 |
Emera US Finance LP 2.70% 2021 | 3,085 | 3,121 |
Emera US Finance LP 3.55% 2026 | 4,945 | 4,727 |
Empresa Nacional de Electricidad SA 4.25% 2024 | 1,500 | 1,484 |
Empresas Publicas de Medellin E.S.P. 4.25% 20295 | 2,010 | 1,731 |
Enel Chile SA 4.875% 2028 | 4,000 | 3,978 |
Enel Finance International SA 4.625% 20255 | 29,000 | 30,707 |
Enel Finance International SA 3.50% 20285 | 8,724 | 8,782 |
Enel Finance International SA 4.75% 20475 | 1,966 | 2,017 |
Enel Società per Azioni 8.75% 20735,6 | 9,500 | 10,097 |
Engie Energia Chile SA 3.40% 20305 | 1,458 | 1,253 |
Entergy Corp. 2.95% 2026 | 15,775 | 15,672 |
Entergy Louisiana, LLC 2.90% 2051 | 10,000 | 8,854 |
Exelon Corp. 4.05% 2030 | 17,725 | 17,590 |
Exelon Corp. 4.70% 2050 | 2,850 | 2,989 |
Exelon Corp., junior subordinated, 3.497% 20226 | 21,000 | 20,345 |
FirstEnergy Corp. 3.90% 2027 | 42,060 | 42,603 |
FirstEnergy Corp. 3.50% 20285 | 8,321 | 7,883 |
FirstEnergy Corp. 2.65% 2030 | 27,071 | 25,681 |
FirstEnergy Corp. 7.375% 2031 | 8,895 | 11,976 |
FirstEnergy Corp. 4.85% 2047 | 8,271 | 9,285 |
FirstEnergy Corp. 3.40% 2050 | 19,888 | 19,062 |
FirstEnergy Corp., Series B, 4.25% 2023 | 11,400 | 11,657 |
Florida Power & Light Co. 2.85% 2025 | 4,900 | 5,157 |
Florida Power & Light Co. 3.70% 20475 | 6,939 | 7,691 |
Florida Power & Light Co. 3.15% 2049 | 7,939 | 8,275 |
Georgia Power Co. 3.70% 2050 | 4,800 | 5,043 |
Gulf Power Co. 3.30% 2027 | 1,831 | 1,800 |
Interstate Power and Light Co. 3.25% 2024 | 9,628 | 9,754 |
IPALCO Enterprises, Inc. 3.70% 2024 | 1,325 | 1,377 |
Israel Electric Corp. Ltd. 8.10% 20965 | 6,250 | 9,156 |
Jersey Central Power & Light Co. 4.30% 20265 | 4,480 | 4,799 |
Metropolitan Edison Co. 4.30% 20295 | 3,000 | 3,154 |
MidAmerican Energy Holdings Co. 3.65% 2029 | 2,754 | 3,015 |
Mississippi Power Co. 3.95% 2028 | 6,400 | 6,606 |
Mississippi Power Co. 4.25% 2042 | 15,576 | 15,000 |
National Grid PLC 3.15% 20275 | 1,105 | 1,099 |
New York State Electric & Gas Corp. 3.25% 20265 | 2,000 | 2,105 |
NextEra Energy Capital Holdings, Inc. 2.403% 2021 | 10,000 | 9,990 |
NextEra Energy Capital Holdings, Inc. 3.15% 2024 | 3,760 | 3,855 |
NextEra Energy Partners, LP 4.25% 20245 | 4,715 | 4,627 |
NextEra Energy Partners, LP 3.875% 20265 | 3,535 | 3,378 |
Niagara Mohawk Power Corp. 3.508% 20245 | 2,050 | 2,149 |
Niagara Mohawk Power Corp. 4.278% 20345 | 3,000 | 3,203 |
NiSource Finance Corp. 2.65% 2022 | 2,875 | 2,904 |
Northern States Power Co. 2.20% 2020 | 1,042 | 1,040 |
Northern States Power Co. 3.40% 2042 | 50 | 47 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Utilities (continued) | Principal amount (000) | Value (000) |
Northern States Power Co. 2.90% 2050 | $12,024 | $11,907 |
NRG Energy, Inc. 7.25% 2026 | 8,773 | 9,238 |
NSTAR Electric Co. 3.95% 2030 | 1,825 | 2,045 |
NV Energy, Inc. 6.25% 2020 | 3,100 | 3,190 |
Pacific Gas and Electric Co. 3.50% 202011 | 711 | 699 |
Pacific Gas and Electric Co. 2.45% 202211 | 803 | 794 |
Pacific Gas and Electric Co. 4.25% 20235,11 | 45,575 | 46,201 |
Pacific Gas and Electric Co. 3.75% 202411 | 7,957 | 7,867 |
Pacific Gas and Electric Co. 3.50% 202511 | 3,266 | 3,176 |
Pacific Gas and Electric Co. 2.95% 202611 | 3,134 | 2,984 |
Pacific Gas and Electric Co. 3.30% 202711 | 1,429 | 1,376 |
Pacific Gas and Electric Co. 3.30% 202711 | 1,158 | 1,115 |
Pacific Gas and Electric Co. 4.65% 20285,11 | 4,375 | 4,587 |
Pacific Gas and Electric Co. 6.05% 203411 | 18,823 | 19,116 |
Public Service Co. of Colorado 2.50% 2023 | 1,430 | 1,460 |
Public Service Co. of Colorado 4.30% 2044 | 880 | 993 |
Public Service Co. of Colorado 3.80% 2047 | 2,702 | 2,827 |
Public Service Co. of Colorado 3.20% 2050 | 1,475 | 1,500 |
Public Service Electric and Gas Co. 3.20% 2029 | 5,000 | 5,313 |
Public Service Electric and Gas Co. 2.45% 2030 | 4,550 | 4,538 |
Public Service Electric and Gas Co. 3.15% 2050 | 16,200 | 16,955 |
Public Service Enterprise Group Inc. 2.65% 2022 | 6,225 | 6,188 |
Public Service Enterprise Group Inc. 3.20% 2049 | 2,475 | 2,484 |
Puget Energy, Inc. 6.50% 2020 | 8,233 | 8,411 |
Puget Energy, Inc. 6.00% 2021 | 4,306 | 4,388 |
Puget Energy, Inc. 5.625% 2022 | 20,491 | 20,524 |
Puget Energy, Inc. 3.65% 2025 | 1,911 | 1,872 |
San Diego Gas & Electric Co. 6.00% 2039 | 10,975 | 14,030 |
San Diego Gas & Electric Co. 4.50% 2040 | 3,167 | 3,400 |
San Diego Gas & Electric Co. 5.35% 2040 | 2,000 | 2,379 |
San Diego Gas & Electric Co. 3.75% 2047 | 5,005 | 5,096 |
San Diego Gas & Electric Co. 4.10% 2049 | 8,195 | 8,433 |
San Diego Gas & Electric Co. 3.32% 2050 | 3,900 | 3,895 |
Southern California Edison Co. 2.90% 2021 | 17,301 | 17,258 |
Southern California Edison Co. 1.845% 2022 | 3,621 | 3,573 |
Southern California Edison Co. 2.40% 2022 | 3,194 | 3,114 |
Southern California Edison Co. 3.40% 2023 | 8,139 | 8,351 |
Southern California Edison Co. 3.50% 2023 | 19,645 | 20,307 |
Southern California Edison Co. 3.70% 2025 | 2,475 | 2,552 |
Southern California Edison Co. 3.65% 2028 | 5,000 | 5,110 |
Southern California Edison Co. 2.85% 2029 | 46,884 | 45,505 |
Southern California Edison Co. 4.20% 2029 | 35,440 | 37,755 |
Southern California Edison Co. 2.25% 2030 | 10,000 | 9,343 |
Southern California Edison Co. 6.00% 2034 | 12,500 | 15,099 |
Southern California Edison Co. 5.35% 2035 | 30,375 | 36,456 |
Southern California Edison Co. 5.75% 2035 | 6,666 | 8,350 |
Southern California Edison Co. 5.625% 2036 | 5,574 | 6,278 |
Southern California Edison Co. 5.55% 2037 | 5,300 | 5,680 |
Southern California Edison Co. 5.95% 2038 | 11,255 | 13,120 |
Southern California Edison Co. 6.05% 2039 | 2,411 | 2,970 |
Southern California Edison Co. 4.50% 2040 | 20,867 | 21,648 |
Southern California Edison Co. 4.00% 2047 | 9,450 | 9,885 |
Southern California Edison Co. 4.125% 2048 | 20,385 | 21,873 |
Southern California Edison Co. 4.875% 2049 | 15,590 | 18,088 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Utilities (continued) | Principal amount (000) | Value (000) |
Southern California Edison Co. 3.65% 2050 | $58,552 | $57,143 |
Southern California Edison Co., Series C, 3.60% 2045 | 20,516 | 18,931 |
Southern California Gas Co. 2.55% 2030 | 20,175 | 19,766 |
State Grid Overseas Investment Ltd. 3.50% 20275 | 2,000 | 2,143 |
Talen Energy Corp. 7.25% 20275 | 11,474 | 10,433 |
Talen Energy Corp. 6.625% 20285 | 8,000 | 6,772 |
Virginia Electric and Power Co. 2.875% 2029 | 4,944 | 4,932 |
Virginia Electric and Power Co. 4.00% 2043 | 1,437 | 1,543 |
Virginia Electric and Power Co. 3.30% 2049 | 3,250 | 3,296 |
Virginia Electric and Power Co., Series B, 3.80% 2047 | 1,832 | 1,967 |
Vistra Energy Corp. 5.875% 2023 | 2,475 | 2,487 |
Vistra Operations Co. LLC 3.55% 20245 | 8,000 | 7,544 |
Wisconsin Power and Light Co. 3.65% 2050 | 4,625 | 4,746 |
Xcel Energy Inc. 3.30% 2025 | 3,646 | 3,705 |
Xcel Energy Inc. 3.35% 2026 | 1,527 | 1,512 |
Xcel Energy Inc. 2.60% 2029 | 11,203 | 10,648 |
Xcel Energy Inc. 3.40% 2030 | 6,800 | 6,907 |
Xcel Energy Inc. 3.50% 2049 | 10,145 | 9,058 |
1,676,773 | ||
Energy 2.92% | ||
Apache Corp. 4.25% 2030 | 26,440 | 14,055 |
Apache Corp. 4.75% 2043 | 30,260 | 13,449 |
Apache Corp. 4.25% 2044 | 5,800 | 2,536 |
Apache Corp. 5.35% 2049 | 35,785 | 18,071 |
Baker Hughes, a GE Co. 4.08% 2047 | 4,040 | 3,335 |
BP Capital Markets PLC 3.062% 2022 | 13,481 | 13,609 |
BP Capital Markets PLC 3.79% 2024 | 47,280 | 49,079 |
BP Capital Markets PLC 3.41% 2026 | 17,500 | 17,526 |
BP Capital Markets PLC 4.234% 2028 | 2,500 | 2,719 |
BP Capital Markets PLC 3.00% 2050 | 26,840 | 25,170 |
Canadian Natural Resources Ltd. 3.45% 2021 | 1,600 | 1,494 |
Canadian Natural Resources Ltd. 2.95% 2023 | 14,820 | 12,855 |
Canadian Natural Resources Ltd. 3.80% 2024 | 10,500 | 8,997 |
Canadian Natural Resources Ltd. 3.85% 2027 | 33,595 | 26,657 |
Cenovus Energy Inc. 3.80% 2023 | 3,940 | 2,080 |
Cenovus Energy Inc. 4.25% 2027 | 16,800 | 8,252 |
Cenovus Energy Inc. 5.25% 2037 | 2,189 | 984 |
Cenovus Energy Inc. 5.40% 2047 | 62,394 | 28,475 |
Cheniere Energy Partners, LP 4.50% 20295 | 2,050 | 1,836 |
Cheniere Energy, Inc. 5.125% 2027 | 3,000 | 2,697 |
Cheniere Energy, Inc. 3.70% 20295 | 61,823 | 46,498 |
Chevron Corp. 2.10% 2021 | 10,000 | 10,051 |
Chevron Corp. 2.498% 2022 | 9,675 | 9,825 |
Chevron Corp. 2.954% 2026 | 11,980 | 12,623 |
Columbia Pipeline Partners LP 5.80% 2045 | 2,635 | 2,787 |
Concho Resources Inc. 4.30% 2028 | 18,500 | 16,949 |
Concho Resources Inc. 4.85% 2048 | 5,402 | 4,404 |
Constellation Oil Services Holding SA 10.00% 20245,10 | 3,225 | 1,290 |
DCP Midstream Operating LP 4.95% 2022 | 1,495 | 1,238 |
Diamond Offshore Drilling, Inc. 4.875% 2043 | 13,470 | 1,957 |
Diamondback Energy, Inc. 3.25% 2026 | 15,071 | 10,681 |
Enbridge Energy Partners, LP 5.875% 2025 | 5,000 | 4,936 |
Enbridge Energy Partners, LP 7.375% 2045 | 32,973 | 36,400 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Energy (continued) | Principal amount (000) | Value (000) |
Enbridge Inc. 4.00% 2023 | $30,600 | $29,173 |
Enbridge Inc. 3.50% 2024 | 4,582 | 4,627 |
Enbridge Inc. 2.50% 2025 | 17,500 | 16,306 |
Energy Transfer Operating, LP 5.875% 2024 | 2,043 | 1,934 |
Energy Transfer Operating, LP 2.90% 2025 | 8,003 | 6,781 |
Energy Transfer Operating, LP 5.50% 2027 | 10,000 | 8,780 |
Energy Transfer Operating, LP 3.75% 2030 | 14,013 | 11,042 |
Energy Transfer Operating, LP 5.00% 2050 | 55,000 | 42,889 |
Energy Transfer Partners, LP 4.20% 2023 | 5,725 | 5,010 |
Energy Transfer Partners, LP 4.50% 2024 | 2,975 | 2,659 |
Energy Transfer Partners, LP 4.95% 2028 | 7,500 | 6,223 |
Energy Transfer Partners, LP 6.125% 2045 | 19,678 | 16,406 |
Energy Transfer Partners, LP 5.30% 2047 | 32,111 | 24,548 |
Energy Transfer Partners, LP 6.00% 2048 | 17,891 | 15,078 |
Energy Transfer Partners, LP 6.25% 2049 | 20,998 | 17,835 |
Energy Transfer Partners, LP, junior subordinated, 6.625% (3-month USD-LIBOR + 4.155% on 2/15/2028)6 | 22,000 | 10,928 |
EQM Midstream Partners, LP 5.50% 2028 | 8,300 | 4,643 |
EQT Corp. 3.00% 2022 | 23,035 | 19,407 |
EQT Corp. 6.125% 2025 | 16,562 | 12,879 |
EQT Corp. 3.90% 2027 | 11,000 | 7,669 |
EQT Corp. 7.00% 2030 | 15,000 | 11,288 |
Equinor ASA 3.625% 2028 | 15,625 | 16,799 |
Equinor ASA 3.25% 2049 | 5,687 | 5,627 |
Exxon Mobil Corp. 2.222% 2021 | 7,330 | 7,417 |
Exxon Mobil Corp. 1.902% 2022 | 6,460 | 6,550 |
Exxon Mobil Corp. 2.019% 2024 | 42,930 | 42,964 |
Exxon Mobil Corp. 2.44% 2029 | 1,704 | 1,747 |
Exxon Mobil Corp. 2.995% 2039 | 1,230 | 1,238 |
Exxon Mobil Corp. 4.327% 2050 | 1,490 | 1,828 |
Gazprom OJSC 6.51% 20225 | 8,350 | 8,667 |
Kinder Morgan, Inc. 3.15% 2023 | 1,280 | 1,269 |
Kinder Morgan, Inc. 4.30% 2028 | 10,000 | 9,837 |
Kinder Morgan, Inc. 5.05% 2046 | 7,500 | 7,634 |
Kinder Morgan, Inc. 5.20% 2048 | 9,024 | 9,574 |
Marathon Oil Corp. 3.85% 2025 | 5,000 | 3,609 |
Marathon Oil Corp. 4.40% 2027 | 5,755 | 3,850 |
MPLX LP 3.50% 20225 | 8,500 | 8,147 |
MPLX LP 5.50% 2049 | 2,304 | 1,953 |
Murphy Oil Corp. 5.875% 2027 | 2,775 | 1,461 |
MV24 Capital BV 6.748% 20345 | 7,005 | 5,555 |
Neptune Energy Group Holdings Ltd. 6.625% 20255 | 6,445 | 3,657 |
Noble Energy, Inc. 3.25% 2029 | 24,213 | 15,585 |
Noble Energy, Inc. 4.95% 2047 | 22,695 | 13,787 |
Noble Energy, Inc. 4.20% 2049 | 25,829 | 14,070 |
NuStar Logistics, LP 6.75% 20215 | 3,400 | 2,733 |
Occidental Petroleum Corp. 2.90% 2024 | 28,085 | 15,335 |
Occidental Petroleum Corp. 3.20% 2026 | 10,741 | 5,252 |
Occidental Petroleum Corp. 5.55% 2026 | 400 | 214 |
Occidental Petroleum Corp. 3.50% 2029 | 60,085 | 28,301 |
Occidental Petroleum Corp. 4.40% 2049 | 19,444 | 8,433 |
Odebrecht Drilling Norbe 6.72% 20225 | 1,571 | 1,264 |
Odebrecht Drilling Norbe 7.72% 2026 (87.05% PIK)5,10 | 7,752 | 848 |
Odebrecht Drilling Norbe 0%5 | 1,072 | 12 |
ONEOK, Inc. 2.20% 2025 | 439 | 340 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Energy (continued) | Principal amount (000) | Value (000) |
ONEOK, Inc. 3.10% 2030 | $5,271 | $3,987 |
ONEOK, Inc. 4.45% 2049 | 3,299 | 2,574 |
Petrobras Global Finance Co. 8.75% 2026 | 2,600 | 2,821 |
Petrobras Global Finance Co. 7.375% 2027 | 4,380 | 4,503 |
Petrobras Global Finance Co. 5.093% 20305 | 5,233 | 4,795 |
Petrobras Global Finance Co. 7.25% 2044 | 1,375 | 1,404 |
Petrobras Global Finance Co. 6.90% 2049 | 19,000 | 18,624 |
Petróleos Mexicanos 4.50% 2026 | 9,922 | 7,312 |
Petróleos Mexicanos 6.875% 2026 | 103,471 | 79,522 |
Petróleos Mexicanos 6.50% 2027 | 65,892 | 49,330 |
Petróleos Mexicanos 6.84% 20305 | 1,447 | 1,055 |
Petróleos Mexicanos 5.95% 20315 | 2,838 | 1,966 |
Petróleos Mexicanos 7.69% 20505 | 5,700 | 4,020 |
QEP Resources, Inc. 5.625% 2026 | 1,625 | 605 |
Sabine Pass Liquefaction, LLC 5.625% 20216 | 925 | 910 |
Sabine Pass Liquefaction, LLC 6.25% 2022 | 4,700 | 4,562 |
Sabine Pass Liquefaction, LLC 5.625% 20236 | 14,000 | 13,042 |
Sabine Pass Liquefaction, LLC 5.75% 2024 | 13,100 | 12,317 |
Sabine Pass Liquefaction, LLC 5.625% 2025 | 21,015 | 19,325 |
Sabine Pass Liquefaction, LLC 5.875% 2026 | 33,750 | 32,211 |
Saudi Arabian Oil Co. 2.875% 20245 | 8,448 | 8,222 |
Saudi Arabian Oil Co. 3.50% 20295 | 62,360 | 61,784 |
Saudi Arabian Oil Co. 4.375% 20495 | 1,325 | 1,323 |
Shell International Finance BV 3.50% 2023 | 22,808 | 23,805 |
Shell International Finance BV 2.00% 2024 | 6,500 | 6,474 |
Shell International Finance BV 3.875% 2028 | 8,780 | 9,617 |
Shell International Finance BV 2.375% 2029 | 23,374 | 23,294 |
Shell International Finance BV 3.125% 2049 | 15,310 | 15,348 |
Sunoco Logistics Operating Partners, LP 5.40% 2047 | 37,806 | 30,151 |
Sunoco LP 4.875% 2023 | 6,000 | 5,846 |
Sunoco LP 6.00% 2027 | 4,210 | 3,650 |
Targa Resources Partners LP 6.875% 2029 | 6,000 | 4,875 |
Targa Resources Partners LP 5.50% 20305 | 8,660 | 6,766 |
Teekay Corp. 9.25% 20225 | 3,745 | 3,777 |
Total Capital International 2.434% 2025 | 27,975 | 28,134 |
Total Capital International 3.455% 2029 | 17,815 | 18,848 |
Total Capital International 3.461% 2049 | 2,600 | 2,666 |
Total Capital SA 3.883% 2028 | 5,100 | 5,538 |
TransCanada PipeLines Ltd. 4.875% 2048 | 12,500 | 13,652 |
TransCanada PipeLines Ltd. 5.10% 2049 | 13,500 | 15,216 |
Transocean Inc. 5.80% 20226 | 5,135 | 3,214 |
Transportadora de Gas Peru SA 4.25% 20285 | 2,535 | 2,415 |
Western Midstream Operating, LP 3.10% 2025 | 8,964 | 4,704 |
Western Midstream Operating, LP 4.05% 2030 | 6,606 | 2,922 |
Western Midstream Operating, LP 5.25% 2050 | 9,236 | 3,811 |
Williams Partners LP 3.90% 2025 | 1,391 | 1,250 |
Williams Partners LP 6.30% 2040 | 2,438 | 2,471 |
Williams Partners LP 5.10% 2045 | 1,626 | 1,551 |
Woodside Finance Ltd. 4.60% 20215 | 9,565 | 9,502 |
WPX Energy, Inc. 4.50% 2030 | 15,995 | 8,745 |
1,539,633 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Consumer discretionary 2.63% | Principal amount (000) | Value (000) |
Amazon.com, Inc. 2.40% 2023 | $10,603 | $11,042 |
Amazon.com, Inc. 3.15% 2027 | 4,460 | 4,896 |
Amazon.com, Inc. 3.875% 2037 | 550 | 662 |
Amazon.com, Inc. 4.05% 2047 | 503 | 645 |
American Honda Finance Corp. 1.65% 2021 | 9,565 | 9,461 |
American Honda Finance Corp. 2.60% 2022 | 106 | 105 |
American Honda Finance Corp. 3.50% 2028 | 584 | 580 |
Bayerische Motoren Werke AG 2.15% 20205 | 2,000 | 2,000 |
Bayerische Motoren Werke AG 1.85% 20215 | 1,500 | 1,475 |
Bayerische Motoren Werke AG 2.00% 20215 | 2,000 | 1,961 |
Bayerische Motoren Werke AG 2.95% 20225 | 5,000 | 4,920 |
Bayerische Motoren Werke AG 3.45% 20235 | 19,534 | 19,429 |
Bayerische Motoren Werke AG 3.15% 20245 | 17,616 | 17,504 |
BMW Finance NV 2.25% 20225 | 7,500 | 7,186 |
DaimlerChrysler North America Holding Corp. 2.00% 20215 | 11,925 | 11,503 |
DaimlerChrysler North America Holding Corp. 2.55% 20225 | 12,750 | 12,241 |
DaimlerChrysler North America Holding Corp. 1.75% 20235 | 18,000 | 16,970 |
DaimlerChrysler North America Holding Corp. 2.70% 20245 | 7,500 | 7,257 |
DaimlerChrysler North America Holding Corp. 3.65% 20245 | 38,644 | 37,659 |
DaimlerChrysler North America Holding Corp. 3.30% 20255 | 200 | 191 |
Ford Motor Credit Co. 2.343% 2020 | 25,295 | 24,410 |
Ford Motor Credit Co. 3.157% 2020 | 18,661 | 18,291 |
Ford Motor Credit Co. 3.20% 2021 | 9,415 | 9,144 |
Ford Motor Credit Co. 3.336% 2021 | 4,500 | 4,320 |
Ford Motor Credit Co. 3.47% 2021 | 15,066 | 14,534 |
Ford Motor Credit Co. 3.813% 2021 | 30,785 | 29,554 |
Ford Motor Credit Co. 3.219% 2022 | 1,427 | 1,338 |
Ford Motor Credit Co. 3.339% 2022 | 24,608 | 23,016 |
Ford Motor Credit Co. 3.35% 2022 | 9,000 | 8,325 |
Ford Motor Credit Co. 5.596% 2022 | 19,250 | 18,721 |
Ford Motor Credit Co. 3.087% 2023 | 14,881 | 13,467 |
Ford Motor Credit Co. 3.096% 2023 | 18,127 | 16,133 |
Ford Motor Credit Co. 4.14% 2023 | 22,000 | 20,583 |
Ford Motor Credit Co. 4.375% 2023 | 14,367 | 13,289 |
Ford Motor Credit Co. 3.664% 2024 | 5,301 | 4,744 |
Ford Motor Credit Co. 3.81% 2024 | 5,242 | 4,744 |
Ford Motor Credit Co. 4.063% 2024 | 9,000 | 8,212 |
Ford Motor Credit Co. 4.134% 2025 | 400 | 357 |
Ford Motor Credit Co. 4.542% 2026 | 19,727 | 17,360 |
Ford Motor Credit Co. 4.271% 2027 | 40,000 | 34,300 |
General Motors Co. 4.35% 2025 | 10,410 | 9,343 |
General Motors Co. 5.00% 2035 | 11,505 | 8,679 |
General Motors Co. 6.60% 2036 | 11,309 | 9,874 |
General Motors Co. 6.25% 2043 | 8,681 | 6,920 |
General Motors Co. 5.20% 2045 | 6,887 | 5,483 |
General Motors Co. 6.75% 2046 | 5,934 | 4,763 |
General Motors Co. 5.40% 2048 | 15,692 | 11,488 |
General Motors Co. 5.95% 2049 | 22,491 | 16,699 |
General Motors Financial Co. 3.20% 2021 | 13,200 | 12,615 |
General Motors Financial Co. 3.55% 2021 | 1,400 | 1,342 |
General Motors Financial Co. 3.45% 2022 | 14,955 | 13,823 |
General Motors Financial Co. 3.55% 2022 | 1,850 | 1,711 |
General Motors Financial Co. 3.25% 2023 | 47,908 | 44,374 |
General Motors Financial Co. 4.15% 2023 | 14,010 | 12,759 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Consumer discretionary (continued) | Principal amount (000) | Value (000) |
General Motors Financial Co. 3.50% 2024 | $4,470 | $3,941 |
General Motors Financial Co. 3.95% 2024 | 15,500 | 14,074 |
General Motors Financial Co. 5.10% 2024 | 11,546 | 10,653 |
General Motors Financial Co. 2.90% 2025 | 2,410 | 2,090 |
General Motors Financial Co. 4.00% 2026 | 2,000 | 1,704 |
General Motors Financial Co. 5.25% 2026 | 5,375 | 4,754 |
Hanesbrands Inc. 4.625% 20245 | 5,000 | 4,981 |
Home Depot, Inc. 3.90% 2028 | 825 | 918 |
Home Depot, Inc. 2.95% 2029 | 23,565 | 24,437 |
Home Depot, Inc. 2.70% 2030 | 25,000 | 25,511 |
Home Depot, Inc. 4.50% 2048 | 863 | 1,064 |
Hyundai Capital America 2.55% 20205 | 11,500 | 11,500 |
Hyundai Capital America 2.75% 20205 | 11,406 | 11,434 |
Hyundai Capital America 3.45% 20215 | 33,735 | 33,721 |
Hyundai Capital America 3.75% 20215 | 21,500 | 21,493 |
Hyundai Capital America 2.85% 20225 | 7,412 | 7,246 |
Hyundai Capital America 3.10% 20225 | 13,890 | 13,602 |
Hyundai Capital America 3.25% 20225 | 24,685 | 24,201 |
Hyundai Capital America 3.95% 20225 | 15,000 | 15,127 |
Hyundai Capital America 2.375% 20235 | 21,815 | 20,607 |
Hyundai Capital America 2.65% 20255 | 28,554 | 27,301 |
Hyundai Capital America 3.00% 20275 | 22,768 | 21,218 |
KB Home 6.875% 2027 | 5,000 | 5,043 |
Las Vegas Sands Corp. 3.90% 2029 | 7,855 | 6,834 |
Lennar Corp. 8.375% 2021 | 5,000 | 5,118 |
Lennar Corp. 4.50% 2024 | 2,115 | 2,082 |
Limited Brands, Inc. 6.75% 2036 | 3,800 | 2,766 |
Lowe’s Cos., Inc. 3.65% 2029 | 2,880 | 2,972 |
Lowe’s Cos., Inc. 4.05% 2047 | 2,425 | 2,416 |
Lowe’s Cos., Inc. 4.55% 2049 | 22,439 | 24,935 |
M.D.C. Holdings, Inc. 6.00% 2043 | 6,350 | 6,038 |
McDonald’s Corp. 2.125% 2030 | 8,975 | 8,417 |
McDonald’s Corp. 4.45% 2047 | 4,000 | 4,349 |
McDonald’s Corp. 4.45% 2048 | 3,500 | 3,910 |
McDonald’s Corp. 3.625% 2049 | 11,165 | 11,465 |
McDonald’s Corp. 4.20% 2050 | 5,396 | 6,005 |
Melco International Development Ltd. 4.875% 20255 | 300 | 278 |
Melco International Development Ltd. 5.375% 20295 | 885 | 770 |
MGM Growth Properties LLC 5.625% 2024 | 3,885 | 3,754 |
MGM Resorts International 6.00% 2023 | 1,000 | 971 |
Morongo Band of Mission Indians 7.00% 20395 | 11,225 | 12,911 |
Neiman Marcus Group Ltd. LLC 8.75% 20245 | 5,202 | 520 |
Neiman Marcus Group Ltd. LLC 14.00% 2024 (42.86% PIK)5,10 | 3,266 | 1,061 |
Newell Rubbermaid Inc. 3.85% 2023 | 16,509 | 16,645 |
Newell Rubbermaid Inc. 4.20% 2026 | 36,569 | 35,850 |
Newell Rubbermaid Inc. 5.50% 2046 | 2,015 | 2,052 |
NIKE, Inc. 2.40% 2025 | 12,707 | 13,181 |
NIKE, Inc. 2.75% 2027 | 9,915 | 10,370 |
NIKE, Inc. 2.85% 2030 | 11,193 | 11,846 |
NIKE, Inc. 3.25% 2040 | 11,563 | 12,100 |
NIKE, Inc. 3.375% 2050 | 9,052 | 9,949 |
Nissan Motor Co., Ltd. 2.60% 20225 | 15,570 | 14,852 |
Party City Holdings Inc. 6.625% 20265 | 2,640 | 277 |
PetSmart, Inc. 7.125% 20235 | 4,900 | 4,653 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Consumer discretionary (continued) | Principal amount (000) | Value (000) |
PetSmart, Inc. 5.875% 20255 | $3,975 | $3,945 |
PetSmart, Inc. 8.875% 20255 | 2,650 | 2,418 |
S.A.C.I. Falabella 3.75% 20275 | 8,295 | 7,134 |
Sands China Ltd. 4.60% 2023 | 9,091 | 9,350 |
Sands China Ltd. 5.40% 2028 | 45,000 | 42,550 |
Scientific Games Corp. 8.25% 20265 | 10,165 | 6,564 |
ServiceMaster Global Holdings, Inc. 5.125% 20245 | 4,250 | 4,223 |
Starbucks Corp. 3.10% 2023 | 15,237 | 15,690 |
Starbucks Corp. 3.80% 2025 | 14,000 | 14,909 |
Starbucks Corp. 4.50% 2048 | 6,150 | 6,976 |
Taylor Morrison Home Corp. 5.75% 20285 | 3,500 | 3,155 |
TJX Cos., Inc. 4.50% 2050 | 10,984 | 11,822 |
Toyota Motor Credit Corp. 2.15% 2022 | 2,000 | 1,991 |
Toyota Motor Credit Corp. 2.60% 2022 | 9,860 | 9,891 |
Toyota Motor Credit Corp. 2.70% 2023 | 5,300 | 5,339 |
Toyota Motor Credit Corp. 1.80% 2025 | 1,500 | 1,450 |
Toyota Motor Credit Corp. 3.20% 2027 | 1,330 | 1,362 |
Toyota Motor Credit Corp. 3.05% 2028 | 2,589 | 2,591 |
Toyota Motor Credit Corp. 3.375% 2030 | 19,092 | 19,356 |
Vici Properties LP 4.25% 20265 | 3,700 | 3,415 |
Vici Properties LP 4.625% 20295 | 715 | 655 |
VICI Properties LP / VICI Note Co. Inc. 3.50% 20255 | 2,175 | 2,021 |
Volkswagen Group of America Finance, LLC 4.00% 20215 | 8,028 | 7,946 |
Volkswagen Group of America Finance, LLC 2.70% 20225 | 11,831 | 11,455 |
Volkswagen Group of America Finance, LLC 4.25% 20235 | 3,000 | 2,969 |
Volkswagen Group of America Finance, LLC 2.85% 20245 | 22,214 | 20,981 |
Volkswagen Group of America Finance, LLC 4.625% 20255 | 3,477 | 3,594 |
Wynn Macau, Ltd. 5.125% 20295 | 1,200 | 1,017 |
YUM! Brands, Inc. 7.75% 20255 | 2,424 | 2,551 |
1,385,689 | ||
Consumer staples 2.61% | ||
Albertsons Cos. LLC 3.50% 20235 | 3,575 | 3,546 |
Albertsons Cos. LLC 6.625% 2024 | 1,525 | 1,559 |
Altria Group, Inc. 2.85% 2022 | 200 | 201 |
Altria Group, Inc. 3.80% 2024 | 7,100 | 7,211 |
Altria Group, Inc. 4.40% 2026 | 27,923 | 28,974 |
Altria Group, Inc. 4.80% 2029 | 61,140 | 64,108 |
Altria Group, Inc. 5.80% 2039 | 900 | 990 |
Altria Group, Inc. 4.50% 2043 | 100 | 95 |
Altria Group, Inc. 5.95% 2049 | 75,837 | 88,624 |
Anheuser-Busch Co./InBev Worldwide 4.90% 2046 | 32,310 | 35,425 |
Anheuser-Busch InBev NV 4.00% 2028 | 2,000 | 2,116 |
Anheuser-Busch InBev NV 4.75% 2029 | 36,001 | 39,664 |
Anheuser-Busch InBev NV 4.90% 2031 | 3,000 | 3,340 |
Anheuser-Busch InBev NV 4.60% 2048 | 14,275 | 15,194 |
Anheuser-Busch InBev NV 5.55% 2049 | 41,912 | 49,514 |
British American Tobacco International Finance PLC 3.50% 20225 | 216 | 215 |
British American Tobacco International Finance PLC 3.95% 20255 | 20,022 | 19,682 |
British American Tobacco PLC 2.764% 2022 | 21,380 | 21,083 |
British American Tobacco PLC 3.222% 2024 | 51,000 | 51,325 |
British American Tobacco PLC 3.215% 2026 | 17,500 | 16,679 |
British American Tobacco PLC 3.557% 2027 | 107,870 | 101,823 |
British American Tobacco PLC 4.70% 2027 | 911 | 930 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Consumer staples (continued) | Principal amount (000) | Value (000) |
British American Tobacco PLC 4.906% 2030 | $14,470 | $14,872 |
British American Tobacco PLC 4.39% 2037 | 50,000 | 46,518 |
British American Tobacco PLC 4.54% 2047 | 38,451 | 35,274 |
British American Tobacco PLC 4.758% 2049 | 50,711 | 48,036 |
Coca-Cola Co. 1.75% 2024 | 36,000 | 36,719 |
Conagra Brands, Inc. 4.30% 2024 | 22,146 | 23,036 |
Conagra Brands, Inc. 4.60% 2025 | 14,695 | 15,585 |
Conagra Brands, Inc. 5.30% 2038 | 19,342 | 21,114 |
Conagra Brands, Inc. 5.40% 2048 | 19,250 | 21,766 |
Constellation Brands, Inc. 2.65% 2022 | 14,125 | 13,517 |
Constellation Brands, Inc. 2.70% 2022 | 1,995 | 1,955 |
Constellation Brands, Inc. 3.20% 2023 | 10,638 | 10,625 |
Constellation Brands, Inc. 4.25% 2023 | 8,588 | 8,677 |
Constellation Brands, Inc. 3.70% 2026 | 3,350 | 3,355 |
Constellation Brands, Inc. 3.60% 2028 | 1,650 | 1,618 |
Constellation Brands, Inc. 4.10% 2048 | 1,000 | 917 |
Costco Wholesale Corp. 2.30% 2022 | 3,500 | 3,569 |
Costco Wholesale Corp. 2.75% 2024 | 14,500 | 15,250 |
Darling Ingredients Inc. 5.25% 20275 | 6,000 | 5,860 |
Imperial Tobacco Finance PLC 3.50% 20235 | 3,173 | 3,187 |
JBS Investments GmbH II 7.00% 20265 | 1,932 | 1,936 |
JBS Investments GmbH II 7.00% 2026 | 835 | 837 |
JBS Investments GmbH II 5.75% 20285 | 3,838 | 3,746 |
Keurig Dr Pepper Inc. 3.551% 2021 | 8,500 | 8,606 |
Keurig Dr Pepper Inc. 4.057% 2023 | 36,670 | 38,239 |
Keurig Dr Pepper Inc. 4.417% 2025 | 9,925 | 10,597 |
Keurig Dr Pepper Inc. 4.597% 2028 | 22,033 | 24,244 |
Keurig Dr Pepper Inc. 5.085% 2048 | 19,000 | 23,980 |
Kimberly-Clark Corp. 3.10% 2030 | 2,309 | 2,483 |
Kraft Heinz Co. 3.95% 2025 | 7,390 | 7,279 |
Kraft Heinz Co. 3.00% 2026 | 6,485 | 6,318 |
Kraft Heinz Co. 4.375% 2046 | 7,500 | 6,800 |
Lamb Weston Holdings, Inc. 4.625% 20245 | 2,500 | 2,478 |
Molson Coors Brewing Co. 2.10% 2021 | 6,190 | 6,054 |
Molson Coors Brewing Co. 4.20% 2046 | 22,166 | 19,944 |
Nestlé Holdings, Inc. 3.35% 20235 | 26,000 | 27,422 |
PepsiCo, Inc. 2.75% 2030 | 5,210 | 5,574 |
PepsiCo, Inc. 3.625% 2050 | 9,720 | 11,568 |
Philip Morris International Inc. 2.50% 2022 | 16,500 | 16,585 |
Philip Morris International Inc. 2.875% 2024 | 11,985 | 12,314 |
Philip Morris International Inc. 3.375% 2029 | 13,550 | 14,322 |
Procter & Gamble Co. 2.80% 2027 | 647 | 706 |
Procter & Gamble Co. 3.00% 2030 | 7,142 | 7,938 |
Procter & Gamble Co. 3.55% 2040 | 20,000 | 23,377 |
Procter & Gamble Co. 3.60% 2050 | 3,314 | 4,100 |
Reckitt Benckiser Group PLC 2.375% 20225 | 10,935 | 10,742 |
Reckitt Benckiser Treasury Services PLC 2.75% 20245 | 4,305 | 4,275 |
Reynolds American Inc. 3.25% 2020 | 3,000 | 2,991 |
Reynolds American Inc. 3.25% 2022 | 17,491 | 16,978 |
Reynolds American Inc. 4.45% 2025 | 10,635 | 10,849 |
Reynolds American Inc. 4.75% 2042 | 2,500 | 2,349 |
Reynolds American Inc. 5.85% 2045 | 10,195 | 11,015 |
TreeHouse Foods, Inc. 6.00% 20245 | 2,420 | 2,417 |
Wal-Mart Stores, Inc. 3.125% 2021 | 7,500 | 7,658 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Consumer staples (continued) | Principal amount (000) | Value (000) |
Wal-Mart Stores, Inc. 2.35% 2022 | $4,000 | $4,130 |
Wal-Mart Stores, Inc. 3.40% 2023 | 2,975 | 3,170 |
Wal-Mart Stores, Inc. 2.85% 2024 | 57,435 | 60,686 |
Wal-Mart Stores, Inc. 3.05% 2026 | 16,440 | 17,781 |
Wal-Mart Stores, Inc. 3.70% 2028 | 5,694 | 6,415 |
WM. Wrigley Jr. Co. 3.375% 20205 | 41,650 | 41,398 |
1,374,049 | ||
Information technology 1.71% | ||
Adobe Inc. 1.70% 2023 | 20,000 | 20,264 |
Adobe Inc. 1.90% 2025 | 14,746 | 14,907 |
Adobe Inc. 2.15% 2027 | 24,367 | 24,700 |
Adobe Inc. 2.30% 2030 | 24,569 | 24,657 |
Broadcom Inc. 3.625% 20245 | 6,000 | 5,901 |
Broadcom Inc. 4.25% 20265 | 150,225 | 152,969 |
Broadcom Inc. 4.75% 20295 | 175,189 | 178,319 |
Broadcom Ltd. 3.00% 2022 | 40,500 | 40,159 |
Broadcom Ltd. 2.65% 2023 | 16,500 | 16,135 |
Broadcom Ltd. 3.625% 2024 | 33,750 | 33,461 |
Broadcom Ltd. 3.875% 2027 | 32,260 | 30,825 |
Broadcom Ltd. 3.50% 2028 | 22,732 | 21,115 |
Financial & Risk US Holdings, Inc. 6.25% 20265 | 10,100 | 10,484 |
Financial & Risk US Holdings, Inc. 8.25% 20265 | 10,140 | 10,723 |
Fiserv, Inc. 2.75% 2024 | 19,000 | 18,929 |
Fiserv, Inc. 3.50% 2029 | 44,285 | 47,134 |
Fiserv, Inc. 4.40% 2049 | 13,825 | 14,915 |
International Business Machines Corp. 3.00% 2024 | 32,750 | 34,311 |
Kronos Inc., Term Loan B, (3-month USD-LIBOR + 8.25%) 10.013% 20242,9 | 1,475 | 1,391 |
Mastercard Inc. 3.85% 2050 | 1,609 | 1,973 |
Microsoft Corp. 1.55% 2021 | 3,975 | 4,005 |
Microsoft Corp. 3.125% 2025 | 5,750 | 6,311 |
Microsoft Corp. 3.30% 2027 | 20,030 | 22,281 |
Microsoft Corp. 3.70% 2046 | 3,250 | 3,872 |
Microsoft Corp. 4.25% 2047 | 2,125 | 2,772 |
MoneyGram International Inc., Term Loan B, (3-month USD-LIBOR + 6.00%) 7.603% 20232,9 | 5,955 | 4,347 |
NVIDIA Corp. 3.50% 2050 | 14,000 | 15,327 |
Open Text Corp. 3.875% 20285 | 6,500 | 6,141 |
Oracle Corp. 1.90% 2021 | 12,250 | 12,302 |
Oracle Corp. 3.60% 2050 | 11,600 | 11,606 |
PayPal Holdings, Inc. 2.40% 2024 | 43,150 | 43,443 |
PayPal Holdings, Inc. 2.65% 2026 | 12,234 | 12,017 |
PayPal Holdings, Inc. 2.85% 2029 | 12,580 | 12,564 |
Unisys Corp. 10.75% 20225 | 3,325 | 3,511 |
VeriSign, Inc. 4.625% 2023 | 5,800 | 5,778 |
Visa Inc. 2.15% 2022 | 4,535 | 4,645 |
Visa Inc. 1.90% 2027 | 10,958 | 10,927 |
Visa Inc. 2.05% 2030 | 11,822 | 11,805 |
Visa Inc. 2.70% 2020 | 4,936 | 4,900 |
Xerox Corp. 3.50% 2020 | 500 | 493 |
902,319 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Industrials 1.71% | Principal amount (000) | Value (000) |
3M Co. 2.25% 2023 | $10,722 | $11,167 |
3M Co. 3.25% 2024 | 9,872 | 10,469 |
ABB Finance (USA) Inc. 2.875% 2022 | 1,000 | 1,009 |
ADT Corp. 3.50% 2022 | 7,100 | 6,976 |
Airbus Group SE 2.70% 20235 | 985 | 965 |
Avolon Holdings Funding Ltd. 3.625% 20225 | 4,500 | 3,994 |
Avolon Holdings Funding Ltd. 3.95% 20245 | 51,833 | 43,462 |
Avolon Holdings Funding Ltd. 3.25% 20275 | 16,000 | 12,613 |
Beacon Roofing Supply, Inc. 4.875% 20255 | 11,000 | 9,996 |
Boeing Co. 2.80% 2024 | 3,485 | 3,287 |
Boeing Co. 3.10% 2026 | 26,488 | 24,546 |
Boeing Co. 2.70% 2027 | 30,217 | 27,798 |
Boeing Co. 3.20% 2029 | 38,945 | 36,048 |
Boeing Co. 2.95% 2030 | 8,562 | 7,946 |
Boeing Co. 3.60% 2034 | 6,790 | 6,096 |
Boeing Co. 3.90% 2049 | 4,430 | 4,020 |
Bohai Financial Investment Holding Co., Ltd. 5.25% 20225 | 3,242 | 2,934 |
Clean Harbors, Inc. 4.875% 20275 | 1,100 | 1,083 |
Clean Harbors, Inc. 5.125% 20295 | 10,000 | 9,385 |
Continental Airlines, Inc., Series 2001-1, Class A1, 6.703% 2022 | 1,810 | 1,828 |
Continental Airlines, Inc., Series 2000-2, Class A1, 7.707% 2022 | 1,660 | 1,678 |
Continental Airlines, Inc., Series 2000-1, Class A1, 8.048% 2022 | 1,768 | 1,771 |
CSX Corp. 3.80% 2028 | 9,435 | 10,039 |
CSX Corp. 4.25% 2029 | 4,277 | 4,810 |
CSX Corp. 2.40% 2030 | 17,855 | 17,193 |
CSX Corp. 3.35% 2049 | 3,504 | 3,364 |
CSX Corp. 4.50% 2049 | 172 | 199 |
CSX Corp. 3.80% 2050 | 2,934 | 3,096 |
Deere & Co. 3.75% 2050 | 9,807 | 11,173 |
Delta Air Lines, Inc., Series 2002-1, Class G-1, MBIA insured, 6.718% 2024 | 791 | 791 |
DP World Crescent 4.848% 20285 | 3,180 | 2,902 |
Dun & Bradstreet Corp. 6.875% 20265 | 10,120 | 10,582 |
Dun & Bradstreet Corp. 10.25% 20275 | 3,535 | 3,767 |
ENA Norte Trust 4.95% 20285 | 1,996 | 1,994 |
ENA Norte Trust 4.95% 2028 | 526 | 525 |
Euramax International, Inc. 12.00% 20205 | 2,075 | 1,483 |
F-Brasile SpA 7.375% 20265 | 1,790 | 1,790 |
Fortive Corp. 2.35% 2021 | 3,550 | 3,452 |
GE Capital International Funding Co. 4.418% 2035 | 54,567 | 59,189 |
General Dynamics Corp. 3.375% 2023 | 6,645 | 6,973 |
General Dynamics Corp. 3.50% 2025 | 8,025 | 8,568 |
General Dynamics Corp. 3.75% 2028 | 4,655 | 4,964 |
General Dynamics Corp. 3.625% 2030 | 13,704 | 15,302 |
General Dynamics Corp. 4.25% 2050 | 2,091 | 2,604 |
General Electric Capital Corp. 3.373% 2025 | 32,950 | 33,188 |
General Electric Capital Corp. 6.15% 2037 | 3,050 | 3,528 |
General Electric Co. 2.70% 2022 | 1,000 | 985 |
General Electric Co. 4.125% 2042 | 40 | 38 |
Hardwoods Acquisition Inc. 7.50% 20215 | 5,780 | 2,081 |
Harris Corp. 3.832% 2025 | 885 | 923 |
Honeywell International Inc. 2.30% 2024 | 22,497 | 22,383 |
Honeywell International Inc. 2.70% 2029 | 9,333 | 9,534 |
Icahn Enterprises Finance Corp. 6.25% 2026 | 5,200 | 4,943 |
Lima Metro Line 2 Finance Ltd. 5.875% 20345 | 3,167 | 3,408 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Industrials (continued) | Principal amount (000) | Value (000) |
Lima Metro Line 2 Finance Ltd. 4.35% 20365 | $465 | $443 |
Lockheed Martin Corp. 2.50% 2020 | 2,805 | 2,812 |
Lockheed Martin Corp. 4.50% 2036 | 815 | 937 |
Lockheed Martin Corp. 4.70% 2046 | 5,635 | 6,969 |
Masonite International Corp. 5.75% 20265 | 1,500 | 1,483 |
Mexico City Airport Trust 5.50% 2046 | 3,369 | 2,764 |
Mexico City Airport Trust 5.50% 2047 | 7,316 | 6,249 |
Mexico City Airport Trust 5.50% 20475 | 1,513 | 1,292 |
Norfolk Southern Corp. 2.55% 2029 | 4,712 | 4,592 |
Norfolk Southern Corp. 3.40% 2049 | 1,623 | 1,599 |
Northrop Grumman Corp. 2.55% 2022 | 8,955 | 8,962 |
Northrop Grumman Corp. 2.93% 2025 | 25,040 | 25,538 |
Northrop Grumman Corp. 3.25% 2028 | 6,985 | 7,346 |
Northrop Grumman Corp. 5.25% 2050 | 12,904 | 17,642 |
Otis Worldwide Corp. 2.056% 20255 | 27,382 | 26,861 |
Otis Worldwide Corp. 2.293% 20275 | 4,000 | 3,846 |
Otis Worldwide Corp. 2.565% 20305 | 5,900 | 5,751 |
Otis Worldwide Corp. 3.362% 20505 | 1,500 | 1,479 |
Parker-Hannifin Corp. 2.70% 2024 | 3,770 | 3,762 |
Parker-Hannifin Corp. 3.25% 2029 | 7,835 | 7,952 |
Parker-Hannifin Corp. 4.00% 2049 | 600 | 633 |
Pisces Parent LLC 8.00% 20265 | 5,651 | 4,903 |
Prime Security Services Borrower, LLC 5.25% 20245 | 2,500 | 2,485 |
Prime Security Services Borrower, LLC 5.75% 20265 | 2,000 | 1,971 |
Republic Services, Inc. 2.50% 2024 | 7,000 | 7,062 |
Rockwell Collins, Inc. 2.80% 2022 | 9,010 | 9,110 |
Rockwell Collins, Inc. 3.20% 2024 | 10,105 | 10,444 |
Roper Technologies, Inc. 2.80% 2021 | 860 | 861 |
Rutas 2 and 7 Finance Ltd. 0% 20365 | 1,795 | 1,060 |
Siemens AG 1.70% 20215 | 13,500 | 13,420 |
Siemens AG 2.70% 20225 | 29,620 | 29,488 |
Siemens AG 2.90% 20225 | 10,000 | 10,025 |
Siemens AG 2.35% 20265 | 6,430 | 6,496 |
Stericycle, Inc. 5.375% 20245 | 5,000 | 4,988 |
TransDigm Inc. 6.25% 20265 | 656 | 656 |
Uber Technologies, Inc. 7.50% 20235 | 5,200 | 5,090 |
Uber Technologies, Inc. 8.00% 20265 | 4,200 | 4,171 |
Union Pacific Corp. 3.15% 2024 | 5,705 | 5,945 |
Union Pacific Corp. 2.15% 2027 | 7,190 | 7,061 |
Union Pacific Corp. 3.95% 2028 | 9,350 | 10,059 |
Union Pacific Corp. 3.70% 2029 | 18,955 | 20,501 |
Union Pacific Corp. 2.40% 2030 | 14,033 | 13,746 |
Union Pacific Corp. 4.30% 2049 | 4,550 | 5,193 |
Union Pacific Corp. 3.25% 2050 | 19,523 | 19,240 |
Union Pacific Corp. 3.95% 2059 | 11,880 | 13,033 |
United Rentals, Inc. 4.625% 2025 | 3,647 | 3,469 |
United Rentals, Inc. 5.875% 2026 | 2,353 | 2,401 |
United Technologies Corp. 3.65% 2023 | 1,505 | 1,585 |
United Technologies Corp. 3.95% 2025 | 17,415 | 19,091 |
United Technologies Corp. 3.125% 2027 | 1,000 | 1,023 |
United Technologies Corp. 4.125% 2028 | 6,320 | 6,992 |
United Technologies Corp. 4.50% 2042 | 1,000 | 1,166 |
United Technologies Corp. 4.625% 2048 | 500 | 594 |
Vinci SA 3.75% 20295 | 7,514 | 8,131 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Industrials (continued) | Principal amount (000) | Value (000) |
Waste Management, Inc. 2.95% 2024 | $10,000 | $10,188 |
Wesco Aircraft Holdings, Inc. 8.50% 20245 | 7,000 | 5,626 |
Westinghouse Air Brake Technologies Corp. 4.40% 20246 | 9,676 | 9,632 |
XPO Logistics, Inc. 6.75% 20245 | 940 | 925 |
901,585 | ||
Communication services 1.48% | ||
América Móvil, SAB de CV 8.46% 2036 | MXN27,000 | 980 |
AT&T Inc. 4.35% 2029 | $5,050 | 5,442 |
AT&T Inc. 4.50% 2035 | 3,200 | 3,502 |
AT&T Inc. 4.30% 2042 | 1,075 | 1,141 |
AT&T Inc. 4.35% 2045 | 1,907 | 2,026 |
AT&T Inc. 4.75% 2046 | 9,084 | 10,135 |
AT&T Inc. 4.50% 2048 | 15,070 | 16,435 |
CCO Holdings LLC and CCO Holdings Capital Corp. 3.579% 2020 | 300 | 299 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.875% 20245 | 8,185 | 8,420 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.50% 20265 | 3,815 | 3,890 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.00% 20285 | 9,250 | 9,338 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.375% 20295 | 10,700 | 11,055 |
CCO Holdings LLC and CCO Holdings Capital Corp. 4.50% 20305 | 14,925 | 14,710 |
CCO Holdings LLC and CCO Holdings Capital Corp. 4.75% 20305 | 6,865 | 6,886 |
CCO Holdings LLC and CCO Holdings Capital Corp. 4.50% 20325 | 6,500 | 6,375 |
CCO Holdings LLC and CCO Holdings Capital Corp. 6.484% 2045 | 6,850 | 8,409 |
CCO Holdings LLC and CCO Holdings Capital Corp. 5.125% 2049 | 12,943 | 13,831 |
CCO Holdings LLC and CCO Holdings Capital Corp. 4.80% 2050 | 6,300 | 6,596 |
CenturyLink, Inc. 4.00% 20275 | 66,645 | 64,146 |
Comcast Corp. 3.95% 2025 | 23,300 | 25,703 |
Comcast Corp. 3.30% 2027 | 5,075 | 5,393 |
Comcast Corp. 4.15% 2028 | 4,000 | 4,563 |
Comcast Corp. 2.65% 2030 | 71,390 | 73,686 |
Comcast Corp. 3.40% 2030 | 7,632 | 8,279 |
Comcast Corp. 3.25% 2039 | 2,120 | 2,249 |
Comcast Corp. 4.00% 2047 | 2,330 | 2,735 |
Comcast Corp. 3.45% 2050 | 8,600 | 9,482 |
CSC Holdings, LLC 5.375% 20235 | 7,600 | 7,724 |
Deutsche Telekom AG 3.625% 20505 | 31,735 | 31,727 |
Diamond Sports Group LLC 5.375% 20265 | 3,500 | 2,864 |
Digicel Group Ltd. 6.00% 20215 | 765 | 443 |
Embarq Corp. 7.995% 2036 | 7,150 | 7,117 |
Fox Corp. 4.03% 2024 | 4,090 | 4,257 |
Fox Corp. 3.05% 2025 | 3,193 | 3,213 |
Fox Corp. 3.50% 2030 | 8,848 | 8,981 |
Fox Corp. 5.576% 2049 | 8,355 | 10,044 |
France Télécom 9.00% 20316 | 2,300 | 3,497 |
Frontier Communications Corp. 8.00% 20275 | 6,660 | 6,606 |
Grupo Televisa, SAB 7.25% 2043 | MXN25,290 | 757 |
iHeartCommunications, Inc. 6.375% 2026 | $8,475 | 8,067 |
Level 3 Communications, Inc. 5.125% 2023 | 2,500 | 2,472 |
Level 3 Communications, Inc. 5.375% 2024 | 5,185 | 5,230 |
Level 3 Communications, Inc. 5.25% 2026 | 5,015 | 5,040 |
Level 3 Communications, Inc. 3.875% 20295 | 6,900 | 6,514 |
Ligado Networks, Term Loan, (3-month USD-LIBOR + 10.75%) 11.03% 2020 (100% PIK)2,9,10 | 2,439 | 1,222 |
NBCUniversal Enterprise, Inc., junior subordinated, 5.25%5 | 29,045 | 29,049 |
Neptune Finco Corp. (Altice NV) 6.625% 20255 | 4,850 | 5,135 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Communication services (continued) | Principal amount (000) | Value (000) |
Netflix, Inc. 5.875% 2028 | $26,925 | $28,959 |
Netflix, Inc. 5.375% 20295 | 6,440 | 6,766 |
Netflix, Inc. 4.875% 20305 | 45,924 | 46,875 |
Quebecor Media Inc. 5.75% 2023 | 3,600 | 3,676 |
Sirius XM Radio Inc. 3.875% 20225 | 2,500 | 2,509 |
Sirius XM Radio Inc. 4.625% 20235 | 5,000 | 4,981 |
Sirius XM Radio Inc. 4.625% 20245 | 2,500 | 2,553 |
SoftBank Group Corp. 3.36% 20235 | 8,606 | 8,596 |
Sprint Communications, Inc., Term Loan, (3-month USD-LIBOR + 3.00%) 4.45% 20242,9 | 2,369 | 2,350 |
Sprint Corp. 7.25% 2021 | 1,110 | 1,150 |
Sprint Corp. 6.875% 2028 | 5,200 | 5,968 |
Sprint Corp. 7.25% 20285 | 850 | 857 |
TEGNA Inc. 5.00% 20295 | 5,250 | 4,745 |
Tencent Holdings Ltd. 3.28% 20245 | 15,000 | 15,579 |
Tencent Holdings Ltd. 3.595% 2028 | 5,000 | 5,321 |
T-Mobile US, Inc. 6.00% 2024 | 3,175 | 3,246 |
Verizon Communications Inc. 4.329% 2028 | 14,799 | 17,091 |
Verizon Communications Inc. 3.875% 2029 | 2,071 | 2,323 |
Verizon Communications Inc. 4.016% 2029 | 11,077 | 12,563 |
Verizon Communications Inc. 3.15% 2030 | 18,575 | 20,017 |
Verizon Communications Inc. 4.40% 2034 | 10,000 | 11,745 |
Verizon Communications Inc. 5.25% 2037 | 1,075 | 1,379 |
Verizon Communications Inc. 4.125% 2046 | 1,425 | 1,657 |
Verizon Communications Inc. 4.00% 2050 | 8,400 | 10,015 |
Videotron Ltd. 5.375% 20245 | 3,100 | 3,138 |
Virgin Media Secured Finance PLC 5.50% 20295 | 2,500 | 2,514 |
Vodafone Group PLC 5.25% 2048 | 13,985 | 16,944 |
Vodafone Group PLC 4.25% 2050 | 20,375 | 21,018 |
Walt Disney Co. 3.80% 2030 | 7,000 | 7,904 |
Walt Disney Co. 4.70% 2050 | 20,000 | 26,132 |
WPP Finance 2010 3.75% 2024 | 1,000 | 1,018 |
Ziggo Bond Finance BV 5.50% 20275 | 6,200 | 6,234 |
781,488 | ||
Materials 0.92% | ||
Air Liquide SA 2.25% 20295 | 3,643 | 3,379 |
Anglo American Capital PLC 5.625% 20305 | 14,000 | 14,239 |
ArcelorMittal 3.60% 2024 | 30,625 | 27,972 |
Ardagh Packaging Finance 4.25% 20225 | 2,500 | 2,516 |
Ardagh Packaging Finance 4.125% 20265 | 2,500 | 2,502 |
Ball Corp. 4.00% 2023 | 6,000 | 6,090 |
Berry Global Escrow Corp. 4.875% 20265 | 9,875 | 10,029 |
BHP Billiton Finance Ltd. 6.25% 2075 (USD Semi Annual 30/360 (vs. 3-month USD-LIBOR) 5-year + 4.971% on 10/19/2020)5,6 | 6,440 | 6,331 |
Blue Cube Spinco Inc. 9.75% 2023 | 6,300 | 6,591 |
Blue Cube Spinco Inc. 10.00% 2025 | 3,000 | 3,184 |
Braskem Idesa Sapi 7.45% 20295 | 5,946 | 4,217 |
Braskem SA 4.50% 20305 | 29,325 | 22,932 |
BWAY Parent Co., Inc. 5.50% 20245 | 5,200 | 4,823 |
Carrier Global Corp. 2.242% 20255 | 21,661 | 21,226 |
Carrier Global Corp. 2.493% 20275 | 11,399 | 10,933 |
Carrier Global Corp. 2.722% 20305 | 55,710 | 51,586 |
Carrier Global Corp. 3.377% 20405 | 27,500 | 24,393 |
Carrier Global Corp. 3.577% 20505 | 14,624 | 13,211 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Materials (continued) | Principal amount (000) | Value (000) |
Chevron Phillips Chemical Co. LLC 3.30% 20235 | $9,250 | $9,026 |
Chevron Phillips Chemical Co. LLC 3.70% 20285 | 3,000 | 3,047 |
Cleveland-Cliffs Inc. 4.875% 20245 | 7,500 | 6,928 |
Consolidated Energy Finance SA 6.50% 20265 | 7,960 | 6,754 |
CRH America, Inc. 3.875% 20255 | 2,000 | 2,025 |
CRH America, Inc. 5.125% 20455 | 2,000 | 1,947 |
Crown Holdings, Inc. 4.50% 2023 | 2,500 | 2,579 |
Crown Holdings, Inc. 4.25% 2026 | 4,000 | 3,974 |
Cydsa SAB de CV 6.25% 20275 | 2,530 | 1,894 |
Cydsa SAB de CV 6.25% 2027 | 1,500 | 1,123 |
Dow Chemical Co. 3.15% 2024 | 1,645 | 1,623 |
Dow Chemical Co. 3.625% 2026 | 14,418 | 14,141 |
Dow Chemical Co. 4.80% 2028 | 4,000 | 4,338 |
Dow Chemical Co. 4.625% 2044 | 1,100 | 1,022 |
Dow Chemical Co. 5.55% 2048 | 8,600 | 9,705 |
Dow Chemical Co. 4.80% 2049 | 10,227 | 10,697 |
DowDuPont Inc. 4.493% 2025 | 3,210 | 3,458 |
DowDuPont Inc. 5.419% 2048 | 12,159 | 13,445 |
First Quantum Minerals Ltd. 6.50% 20245 | 11,000 | 9,199 |
First Quantum Minerals Ltd. 7.50% 20255 | 3,000 | 2,515 |
First Quantum Minerals Ltd. 6.875% 20265 | 3,600 | 2,909 |
Freeport-McMoRan Inc. 3.875% 2023 | 6,575 | 6,304 |
FXI Holdings, Inc. 12.25% 20265 | 8,300 | 6,521 |
Glencore Funding LLC 4.125% 20245 | 25,850 | 23,809 |
Graphic Packaging International, Inc. 3.50% 20285 | 8,000 | 7,258 |
Hexion Inc. 7.875% 20275 | 10,000 | 8,576 |
Holcim Ltd. 5.15% 20235 | 3,515 | 3,930 |
LSB Industries, Inc. 9.625% 20235 | 4,025 | 3,376 |
LYB International Finance III, LLC 4.20% 2049 | 1,740 | 1,729 |
LyondellBasell Industries NV 6.00% 2021 | 900 | 933 |
Mineral Resources Ltd. 8.125% 20275 | 1,500 | 1,416 |
Mosaic Co. 4.05% 2027 | 1,000 | 855 |
Nova Chemicals Corp. 4.875% 20245 | 1,145 | 1,012 |
Nova Chemicals Corp. 5.25% 20275 | 7,500 | 6,360 |
Nutrien Ltd. 4.20% 2029 | 500 | 531 |
Nutrien Ltd. 5.00% 2049 | 7,500 | 9,091 |
Praxair, Inc. 3.00% 2021 | 2,000 | 2,036 |
S.P.C.M. SA 4.875% 20255 | 265 | 252 |
Sealed Air Corp. 4.875% 20225 | 3,139 | 3,169 |
Sealed Air Corp. 5.25% 20235 | 111 | 115 |
Sherwin-Williams Co. 2.75% 2022 | 212 | 212 |
Sherwin-Williams Co. 3.125% 2024 | 6,500 | 6,478 |
Sherwin-Williams Co. 3.45% 2027 | 112 | 115 |
Sherwin-Williams Co. 2.95% 2029 | 5,150 | 5,087 |
Sherwin-Williams Co. 2.30% 2030 | 5,882 | 5,563 |
Sherwin-Williams Co. 4.50% 2047 | 2,601 | 2,840 |
Sherwin-Williams Co. 3.80% 2049 | 5,038 | 5,066 |
Sherwin-Williams Co. 3.30% 2050 | 1,700 | 1,615 |
Silgan Holdings Inc. 4.75% 2025 | 5,000 | 4,869 |
Silgan Holdings Inc. 4.125% 20285 | 2,500 | 2,325 |
Suzano Austria GmbH 6.00% 2029 | 3,500 | 3,294 |
Tronox Ltd. 6.50% 20265 | 3,900 | 3,540 |
Warrior Met Coal, Inc. 8.00% 20245 | 1,865 | 1,551 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Materials (continued) | Principal amount (000) | Value (000) |
Westlake Chemical Corp. 5.00% 2046 | $7,090 | $6,777 |
Westlake Chemical Corp. 4.375% 2047 | 1,960 | 1,597 |
486,705 | ||
Real estate 0.81% | ||
Alexandria Real Estate Equities, Inc. 3.80% 2026 | 4,085 | 4,107 |
Alexandria Real Estate Equities, Inc. 4.30% 2026 | 1,440 | 1,489 |
Alexandria Real Estate Equities, Inc. 3.95% 2028 | 1,070 | 1,098 |
Alexandria Real Estate Equities, Inc. 2.75% 2029 | 1,213 | 1,067 |
Alexandria Real Estate Equities, Inc. 4.50% 2029 | 2,110 | 2,214 |
Alexandria Real Estate Equities, Inc. 3.375% 2031 | 2,615 | 2,548 |
American Campus Communities, Inc. 3.75% 2023 | 15,160 | 15,304 |
American Campus Communities, Inc. 4.125% 2024 | 11,740 | 12,210 |
American Campus Communities, Inc. 3.30% 2026 | 18,950 | 18,734 |
American Campus Communities, Inc. 3.625% 2027 | 20,865 | 20,863 |
American Campus Communities, Inc. 2.85% 2030 | 5,814 | 5,465 |
Crown Castle International Corp. 4.15% 2050 | 6,687 | 6,613 |
EPR Properties 3.75% 2029 | 11,000 | 8,252 |
Equinix, Inc. 2.625% 2024 | 48,182 | 45,293 |
Equinix, Inc. 2.90% 2026 | 24,462 | 22,540 |
Equinix, Inc. 3.20% 2029 | 22,854 | 21,290 |
Essex Portfolio LP 3.625% 2022 | 4,370 | 4,336 |
Essex Portfolio LP 3.25% 2023 | 4,935 | 4,847 |
Essex Portfolio LP 3.875% 2024 | 5,500 | 5,523 |
Essex Portfolio LP 3.50% 2025 | 4,800 | 4,826 |
Essex Portfolio LP 3.375% 2026 | 1,070 | 1,082 |
Essex Portfolio LP 4.00% 2029 | 1,960 | 2,013 |
Gaming and Leisure Properties, Inc. 3.35% 2024 | 912 | 815 |
Gaming and Leisure Properties, Inc. 4.00% 2030 | 9,314 | 7,164 |
Hospitality Properties Trust 4.25% 2021 | 20,250 | 19,260 |
Hospitality Properties Trust 5.00% 2022 | 14,650 | 10,493 |
Hospitality Properties Trust 4.50% 2023 | 9,680 | 7,280 |
Hospitality Properties Trust 4.50% 2025 | 6,875 | 5,036 |
Hospitality Properties Trust 3.95% 2028 | 100 | 75 |
Howard Hughes Corp. 5.375% 20255 | 16,500 | 16,087 |
Iron Mountain Inc. 6.00% 2023 | 5,753 | 5,818 |
Iron Mountain Inc. 4.875% 20275 | 1,605 | 1,568 |
Iron Mountain Inc. 5.25% 20285 | 12,959 | 12,873 |
Iron Mountain Inc. 4.875% 20295 | 4,690 | 4,438 |
Kimco Realty Corp. 3.40% 2022 | 8,655 | 8,573 |
Kimco Realty Corp. 3.125% 2023 | 3,175 | 3,049 |
Kimco Realty Corp. 2.70% 2024 | 16,980 | 16,864 |
Kimco Realty Corp. 3.30% 2025 | 5,000 | 5,042 |
Omega Healthcare Investors, Inc. 4.375% 2023 | 2,100 | 2,091 |
Piedmont Operating Partnership LP 3.40% 2023 | 2,800 | 2,812 |
Piedmont Operating Partnership LP 4.45% 2024 | 3,000 | 3,047 |
Scentre Group 2.375% 20215 | 11,410 | 11,451 |
Scentre Group 3.25% 20255 | 10,655 | 10,744 |
Scentre Group 3.50% 20255 | 7,550 | 7,722 |
WEA Finance LLC 3.25% 20205 | 11,935 | 11,818 |
WEA Finance LLC 3.75% 20245 | 2,480 | 2,368 |
Bonds, notes & other debt instruments (continued) Corporate bonds & notes (continued) Real estate (continued) | Principal amount (000) | Value (000) |
Westfield Corp. Ltd. 3.15% 20225 | $32,440 | $31,587 |
Westfield Corp. Ltd. 3.50% 20295 | 7,330 | 6,992 |
426,781 | ||
Total corporate bonds & notes | 15,875,772 | |
Mortgage-backed obligations 27.19% Federal agency mortgage-backed obligations 26.13% | ||
Fannie Mae 7.00% 203612 | 126 | 135 |
Fannie Mae 6.00% 203712 | 4 | 4 |
Fannie Mae 7.00% 203712 | 154 | 169 |
Fannie Mae 7.00% 203712 | 107 | 116 |
Fannie Mae 7.00% 203712 | 87 | 91 |
Fannie Mae 7.50% 203712 | 106 | 114 |
Fannie Mae 7.50% 203712 | 59 | 68 |
Fannie Mae 7.50% 203712 | 46 | 54 |
Fannie Mae 4.50% 204612 | 1,311 | 1,396 |
Fannie Mae 4.50% 204612 | 836 | 889 |
Fannie Mae 4.50% 204712 | 2,600 | 2,758 |
Fannie Mae 7.00% 204712 | 12 | 14 |
Fannie Mae Pool #976945 5.50% 202312 | 7 | 7 |
Fannie Mae Pool #976948 6.00% 202312 | 42 | 44 |
Fannie Mae Pool #932119 4.50% 202412 | 1,389 | 1,471 |
Fannie Mae Pool #AD6392 4.50% 202512 | 1,463 | 1,562 |
Fannie Mae Pool #AD3149 4.50% 202512 | 808 | 863 |
Fannie Mae Pool #AD5692 4.50% 202512 | 799 | 853 |
Fannie Mae Pool #AB1068 4.50% 202512 | 5 | 6 |
Fannie Mae Pool #MA2776 2.50% 202612 | 8,830 | 9,178 |
Fannie Mae Pool #AJ5476 3.00% 202612 | 244 | 256 |
Fannie Mae Pool #MA2973 3.00% 202712 | 478 | 502 |
Fannie Mae Pool #MA3131 3.00% 202712 | 294 | 308 |
Fannie Mae Pool #AB5095 3.00% 202712 | 55 | 58 |
Fannie Mae Pool #AS3604 3.00% 202912 | 118 | 124 |
Fannie Mae Pool #AL7800 2.50% 203012 | 6,982 | 7,285 |
Fannie Mae Pool #BM4299 3.00% 203012 | 185 | 194 |
Fannie Mae Pool #AL9668 3.00% 203012 | 21 | 22 |
Fannie Mae Pool #AZ4646 3.50% 203012 | 467 | 492 |
Fannie Mae Pool #AZ0554 3.50% 203012 | 335 | 353 |
Fannie Mae Pool #AY1948 3.50% 203012 | 283 | 298 |
Fannie Mae Pool #AS8388 2.50% 203112 | 5,589 | 5,831 |
Fannie Mae Pool #CA3178 3.00% 203112 | 1,270 | 1,333 |
Fannie Mae Pool #890710 3.00% 203112 | 26 | 27 |
Fannie Mae Pool #BM4151 2.50% 203212 | 40,428 | 42,084 |
Fannie Mae Pool #AS8893 2.50% 203212 | 11,926 | 12,410 |
Fannie Mae Pool #BH7659 3.00% 203212 | 18,926 | 19,913 |
Fannie Mae Pool #CA3274 3.00% 203212 | 933 | 981 |
Fannie Mae Pool #BE3641 3.00% 203212 | 28 | 29 |
Fannie Mae Pool #BK1209 3.00% 203312 | 6,689 | 7,034 |
Fannie Mae Pool #BH9235 3.00% 203312 | 1,692 | 1,780 |
Fannie Mae Pool #MA3409 3.00% 203312 | 1,601 | 1,679 |
Fannie Mae Pool #BJ4890 3.00% 203312 | 825 | 869 |
Fannie Mae Pool #BK5161 3.00% 203312 | 813 | 855 |
Fannie Mae Pool #BK1112 3.00% 203312 | 776 | 814 |
Fannie Mae Pool #BJ4685 3.00% 203312 | 720 | 757 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Fannie Mae Pool #MA3461 3.00% 203312 | $588 | $617 |
Fannie Mae Pool #MA3247 3.00% 203312 | 580 | 610 |
Fannie Mae Pool #BM5111 3.00% 203312 | 519 | 547 |
Fannie Mae Pool #BK6720 3.00% 203312 | 520 | 546 |
Fannie Mae Pool #BJ4856 3.00% 203312 | 518 | 545 |
Fannie Mae Pool #BK5466 3.00% 203312 | 515 | 541 |
Fannie Mae Pool #BK7453 3.00% 203312 | 501 | 527 |
Fannie Mae Pool #MA3516 3.00% 203312 | 462 | 485 |
Fannie Mae Pool #MA3283 3.00% 203312 | 345 | 364 |
Fannie Mae Pool #BJ5705 3.00% 203312 | 325 | 340 |
Fannie Mae Pool #MA3339 3.00% 203312 | 317 | 334 |
Fannie Mae Pool #BK7123 3.00% 203312 | 287 | 301 |
Fannie Mae Pool #BK9015 3.00% 203312 | 277 | 291 |
Fannie Mae Pool #BK4146 3.00% 203312 | 160 | 168 |
Fannie Mae Pool #BK5472 3.00% 203312 | 36 | 38 |
Fannie Mae Pool #CA2106 3.50% 203312 | 363 | 383 |
Fannie Mae Pool #MA3518 4.00% 203312 | 66 | 70 |
Fannie Mae Pool #695412 5.00% 203312 | 9 | 11 |
Fannie Mae Pool #MA3827 2.50% 203412 | 62,360 | 64,843 |
Fannie Mae Pool #CA4453 2.50% 203412 | 7,881 | 8,195 |
Fannie Mae Pool #BJ9733 2.50% 203412 | 7,813 | 8,124 |
Fannie Mae Pool #FM2057 2.50% 203412 | 7,767 | 8,076 |
Fannie Mae Pool #BO1359 2.50% 203412 | 3,933 | 4,093 |
Fannie Mae Pool #CA4922 3.00% 203412 | 10,186 | 10,686 |
Fannie Mae Pool #BN4889 3.00% 203412 | 1,956 | 2,049 |
Fannie Mae Pool #SB8021 3.00% 203412 | 967 | 1,014 |
Fannie Mae Pool #BJ7631 3.00% 203412 | 785 | 823 |
Fannie Mae Pool #MA3657 3.00% 203412 | 722 | 756 |
Fannie Mae Pool #BK9093 3.00% 203412 | 517 | 542 |
Fannie Mae Pool #FM1776 3.00% 203412 | 388 | 406 |
Fannie Mae Pool #BN3975 3.00% 203412 | 369 | 386 |
Fannie Mae Pool #BN9743 3.00% 203412 | 362 | 379 |
Fannie Mae Pool #BN6313 3.00% 203412 | 341 | 358 |
Fannie Mae Pool #FM1490 3.50% 203412 | 12,130 | 12,790 |
Fannie Mae Pool #MA3896 2.50% 203512 | 15,300 | 15,910 |
Fannie Mae Pool #MA3897 3.00% 203512 | 26,514 | 27,787 |
Fannie Mae Pool #AD3566 5.00% 203512 | 117 | 127 |
Fannie Mae Pool #AS8355 3.00% 203612 | 21,658 | 22,965 |
Fannie Mae Pool #AS8554 3.00% 203612 | 2,468 | 2,617 |
Fannie Mae Pool #MA2746 4.00% 203612 | 4,394 | 4,806 |
Fannie Mae Pool #MA2588 4.00% 203612 | 3,459 | 3,783 |
Fannie Mae Pool #MA2787 4.00% 203612 | 2,310 | 2,527 |
Fannie Mae Pool #MA2717 4.00% 203612 | 2,176 | 2,380 |
Fannie Mae Pool #AS6870 4.00% 203612 | 964 | 1,054 |
Fannie Mae Pool #MA2897 3.00% 203712 | 46,801 | 49,617 |
Fannie Mae Pool #MA2866 3.00% 203712 | 26,786 | 28,402 |
Fannie Mae Pool #924866 3.265% 20372,12 | 29 | 30 |
Fannie Mae Pool #945680 6.00% 203712 | 34 | 39 |
Fannie Mae Pool #954936 7.00% 203712 | 41 | 44 |
Fannie Mae Pool #889101 3.365% 20382,12 | 180 | 179 |
Fannie Mae Pool #964279 4.499% 20382,12 | 116 | 118 |
Fannie Mae Pool #964708 4.64% 20382,12 | 15 | 15 |
Fannie Mae Pool #889982 5.50% 203812 | 34 | 39 |
Fannie Mae Pool #988588 5.50% 203812 | 6 | 7 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Fannie Mae Pool #AC2641 4.50% 203912 | $6,575 | $7,211 |
Fannie Mae Pool #AC0794 5.00% 203912 | 571 | 646 |
Fannie Mae Pool #931768 5.00% 203912 | 93 | 106 |
Fannie Mae Pool #AE7629 3.724% 20402,12 | 96 | 98 |
Fannie Mae Pool #AE7567 4.00% 204012 | 5,168 | 5,602 |
Fannie Mae Pool #AE1761 4.00% 204012 | 4,679 | 5,073 |
Fannie Mae Pool #AH0007 4.00% 204012 | 4,437 | 4,812 |
Fannie Mae Pool #AH0539 4.00% 204012 | 1,008 | 1,093 |
Fannie Mae Pool #AE8073 4.00% 204012 | 745 | 814 |
Fannie Mae Pool #AD8522 4.00% 204012 | 245 | 266 |
Fannie Mae Pool #AL9335 4.07% 20402,12 | 6,171 | 6,313 |
Fannie Mae Pool #AE5471 4.50% 204012 | 1,348 | 1,479 |
Fannie Mae Pool #AB1297 5.00% 204012 | 530 | 592 |
Fannie Mae Pool #932606 5.00% 204012 | 293 | 331 |
Fannie Mae Pool #AE0789 3.788% 20412,12 | 508 | 521 |
Fannie Mae Pool #AE0844 3.825% 20412,12 | 486 | 499 |
Fannie Mae Pool #AL0073 3.851% 20412,12 | 428 | 439 |
Fannie Mae Pool #AL9531 4.00% 20412,12 | 4,634 | 4,756 |
Fannie Mae Pool #AJ7471 4.00% 204112 | 1,579 | 1,712 |
Fannie Mae Pool #AB4050 4.00% 204112 | 1,224 | 1,338 |
Fannie Mae Pool #AI5172 4.00% 204112 | 1,002 | 1,086 |
Fannie Mae Pool #AJ4189 4.00% 204112 | 811 | 887 |
Fannie Mae Pool #AJ1873 4.00% 204112 | 737 | 816 |
Fannie Mae Pool #AJ4154 4.00% 204112 | 736 | 804 |
Fannie Mae Pool #AJ0257 4.00% 204112 | 313 | 343 |
Fannie Mae Pool #AL9326 4.087% 20412,12 | 7,669 | 7,862 |
Fannie Mae Pool #AL9327 4.355% 20412,12 | 5,308 | 5,445 |
Fannie Mae Pool #AL0658 4.50% 204112 | 1,459 | 1,601 |
Fannie Mae Pool #AI1862 5.00% 204112 | 2,584 | 2,909 |
Fannie Mae Pool #AH6099 5.00% 204112 | 2,509 | 2,758 |
Fannie Mae Pool #AI3510 5.00% 204112 | 1,599 | 1,800 |
Fannie Mae Pool #AJ0704 5.00% 204112 | 1,345 | 1,515 |
Fannie Mae Pool #AJ5391 5.00% 204112 | 862 | 971 |
Fannie Mae Pool #AE1248 5.00% 204112 | 712 | 804 |
Fannie Mae Pool #AE1274 5.00% 204112 | 546 | 618 |
Fannie Mae Pool #AE1277 5.00% 204112 | 297 | 336 |
Fannie Mae Pool #AE1283 5.00% 204112 | 188 | 207 |
Fannie Mae Pool #AH9479 5.00% 204112 | 91 | 101 |
Fannie Mae Pool #AH8144 5.00% 204112 | 88 | 98 |
Fannie Mae Pool #AP7819 3.91% 20422,12 | 490 | 498 |
Fannie Mae Pool #AX3703 4.00% 204212 | 8,182 | 8,870 |
Fannie Mae Pool #AK6740 4.00% 204212 | 7,288 | 8,013 |
Fannie Mae Pool #AL2745 4.00% 204212 | 6,153 | 6,726 |
Fannie Mae Pool #890407 4.00% 204212 | 2,005 | 2,188 |
Fannie Mae Pool #AK4949 4.00% 204212 | 566 | 614 |
Fannie Mae Pool #AL9532 4.08% 20422,12 | 6,209 | 6,330 |
Fannie Mae Pool #AL9530 4.087% 20422,12 | 4,342 | 4,446 |
Fannie Mae Pool #AL9533 4.22% 20422,12 | 2,771 | 2,833 |
Fannie Mae Pool #AL2000 4.311% 20422,12 | 665 | 677 |
Fannie Mae Pool #AL1941 4.394% 20422,12 | 845 | 860 |
Fannie Mae Pool #AL2184 4.412% 20422,12 | 1,007 | 1,025 |
Fannie Mae Pool #AE1290 5.00% 204212 | 431 | 487 |
Fannie Mae Pool #AL3829 3.50% 204312 | 6,855 | 7,375 |
Fannie Mae Pool #AT7161 3.50% 204312 | 3,209 | 3,453 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Fannie Mae Pool #AR1512 3.50% 204312 | $1,522 | $1,638 |
Fannie Mae Pool #AT0412 3.50% 204312 | 706 | 759 |
Fannie Mae Pool #AT3954 3.50% 204312 | 439 | 472 |
Fannie Mae Pool #AT0300 3.50% 204312 | 256 | 274 |
Fannie Mae Pool #AV0786 4.00% 204312 | 6,344 | 6,918 |
Fannie Mae Pool #AT2683 4.00% 204312 | 5,681 | 6,160 |
Fannie Mae Pool #AL8421 3.50% 204412 | 31,124 | 33,479 |
Fannie Mae Pool #AX8521 3.50% 204412 | 608 | 653 |
Fannie Mae Pool #AY1829 3.50% 204412 | 452 | 486 |
Fannie Mae Pool #AW8240 3.50% 204412 | 91 | 97 |
Fannie Mae Pool #BM6240 3.984% 20442,12 | 6,158 | 6,302 |
Fannie Mae Pool #AX0817 4.00% 204412 | 626 | 677 |
Fannie Mae Pool #BE5017 3.50% 204512 | 3,938 | 4,221 |
Fannie Mae Pool #BE5009 3.50% 204512 | 3,630 | 3,887 |
Fannie Mae Pool #AZ7366 4.00% 204512 | 41,413 | 45,156 |
Fannie Mae Pool #AS6348 4.00% 204512 | 6,820 | 7,436 |
Fannie Mae Pool #BC4764 3.00% 204612 | 6,467 | 6,829 |
Fannie Mae Pool #MA2833 3.00% 204612 | 105 | 111 |
Fannie Mae Pool #BC9077 3.50% 204612 | 35,923 | 38,347 |
Fannie Mae Pool #BD9236 3.50% 204612 | 871 | 930 |
Fannie Mae Pool #AL8522 3.50% 204612 | 66 | 71 |
Fannie Mae Pool #AS6839 4.00% 204612 | 10,817 | 11,741 |
Fannie Mae Pool #BC1352 4.00% 204612 | 3,897 | 4,217 |
Fannie Mae Pool #BD1968 4.00% 204612 | 111 | 120 |
Fannie Mae Pool #BC8647 4.50% 204612 | 1,415 | 1,545 |
Fannie Mae Pool #BD9248 4.50% 204612 | 756 | 820 |
Fannie Mae Pool #BD1550 4.50% 204612 | 726 | 794 |
Fannie Mae Pool #BD7529 4.50% 204612 | 647 | 705 |
Fannie Mae Pool #BD7600 4.50% 204612 | 380 | 409 |
Fannie Mae Pool #BM5632 3.00% 204712 | 57,312 | 60,489 |
Fannie Mae Pool #MA3147 3.00% 204712 | 14,859 | 15,684 |
Fannie Mae Pool #CA0377 3.00% 204712 | 3,090 | 3,261 |
Fannie Mae Pool #BD2440 3.50% 204712 | 5,529 | 5,877 |
Fannie Mae Pool #BE8740 3.50% 204712 | 3,444 | 3,684 |
Fannie Mae Pool #BJ2524 3.50% 204712 | 1,587 | 1,688 |
Fannie Mae Pool #BE8742 3.50% 204712 | 1,011 | 1,088 |
Fannie Mae Pool #CA0770 3.50% 204712 | 598 | 637 |
Fannie Mae Pool #BH2848 3.50% 204712 | 582 | 622 |
Fannie Mae Pool #BH2847 3.50% 204712 | 508 | 546 |
Fannie Mae Pool #BH2846 3.50% 204712 | 446 | 480 |
Fannie Mae Pool #BJ1910 3.50% 204712 | 297 | 316 |
Fannie Mae Pool #CA0453 4.00% 204712 | 22,109 | 23,733 |
Fannie Mae Pool #MA3211 4.00% 204712 | 14,324 | 15,398 |
Fannie Mae Pool #BJ5015 4.00% 204712 | 9,098 | 9,919 |
Fannie Mae Pool #BD3554 4.00% 204712 | 3,125 | 3,355 |
Fannie Mae Pool #BH3122 4.00% 204712 | 323 | 350 |
Fannie Mae Pool #BM4413 4.50% 204712 | 18,645 | 20,208 |
Fannie Mae Pool #BH0876 4.50% 204712 | 6,014 | 6,558 |
Fannie Mae Pool #BJ3525 4.50% 204712 | 3,676 | 3,972 |
Fannie Mae Pool #BJ3558 4.50% 204712 | 3,247 | 3,516 |
Fannie Mae Pool #BJ3581 4.50% 204712 | 2,095 | 2,272 |
Fannie Mae Pool #257063 7.00% 204712 | 48 | 55 |
Fannie Mae Pool #BF0293 3.00% 204812 | 26,052 | 27,833 |
Fannie Mae Pool #BM4488 3.428% 20482,12 | 24,461 | 25,420 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Fannie Mae Pool #BF0318 3.50% 204812 | $97,072 | $104,747 |
Fannie Mae Pool #CA1532 3.50% 204812 | 19,190 | 20,455 |
Fannie Mae Pool #CA2452 3.50% 204812 | 12,453 | 13,225 |
Fannie Mae Pool #BJ3790 3.50% 204812 | 4,981 | 5,296 |
Fannie Mae Pool #CA1189 3.50% 204812 | 4,719 | 5,021 |
Fannie Mae Pool #BJ4901 3.50% 204812 | 2,105 | 2,262 |
Fannie Mae Pool #BK7404 3.50% 204812 | 495 | 525 |
Fannie Mae Pool #BJ4154 3.50% 204812 | 84 | 90 |
Fannie Mae Pool #FM2201 4.00% 204812 | 178,276 | 191,490 |
Fannie Mae Pool #BK7608 4.00% 204812 | 102,528 | 109,463 |
Fannie Mae Pool #BK0920 4.00% 204812 | 25,840 | 27,586 |
Fannie Mae Pool #MA3443 4.00% 204812 | 19,240 | 20,574 |
Fannie Mae Pool #FM2202 4.00% 204812 | 18,190 | 19,410 |
Fannie Mae Pool #MA3467 4.00% 204812 | 16,986 | 18,140 |
Fannie Mae Pool #BM2007 4.00% 204812 | 16,917 | 18,061 |
Fannie Mae Pool #CA2850 4.00% 204812 | 10,062 | 11,051 |
Fannie Mae Pool #BJ9252 4.00% 204812 | 7,766 | 8,294 |
Fannie Mae Pool #BK4764 4.00% 204812 | 6,620 | 7,091 |
Fannie Mae Pool #BK6840 4.00% 204812 | 6,038 | 6,580 |
Fannie Mae Pool #BK5232 4.00% 204812 | 3,994 | 4,352 |
Fannie Mae Pool #BK7274 4.00% 204812 | 2,788 | 2,985 |
Fannie Mae Pool #BK0915 4.00% 204812 | 2,435 | 2,600 |
Fannie Mae Pool #MA3384 4.00% 204812 | 2,210 | 2,362 |
Fannie Mae Pool #BK9743 4.00% 204812 | 1,720 | 1,874 |
Fannie Mae Pool #BK8819 4.00% 204812 | 1,199 | 1,280 |
Fannie Mae Pool #FM1437 4.00% 204812 | 887 | 948 |
Fannie Mae Pool #MA3521 4.00% 204812 | 237 | 253 |
Fannie Mae Pool #BK7665 4.50% 204812 | 26,597 | 29,272 |
Fannie Mae Pool #BK0951 4.50% 204812 | 19,864 | 21,856 |
Fannie Mae Pool #BK0163 4.50% 204812 | 6,729 | 7,288 |
Fannie Mae Pool #BN1576 4.50% 204812 | 3,820 | 4,118 |
Fannie Mae Pool #CA2056 4.50% 204812 | 2,685 | 2,896 |
Fannie Mae Pool #BK9761 4.50% 204812 | 1,404 | 1,541 |
Fannie Mae Pool #CA2493 4.50% 204812 | 546 | 588 |
Fannie Mae Pool #CA2484 4.50% 204812 | 295 | 318 |
Fannie Mae Pool #MA3496 4.50% 204812 | 190 | 205 |
Fannie Mae Pool #CA2166 4.50% 204812 | 51 | 56 |
Fannie Mae Pool #CA1574 5.00% 204812 | 16,099 | 17,436 |
Fannie Mae Pool #CA4858 3.00% 204912 | 283,860 | 299,069 |
Fannie Mae Pool #CA3807 3.00% 204912 | 4,543 | 4,807 |
Fannie Mae Pool #CA4534 3.00% 204912 | 3,212 | 3,393 |
Fannie Mae Pool #CA3806 3.00% 204912 | 2,338 | 2,478 |
Fannie Mae Pool #CA4021 3.50% 204912 | 89,093 | 94,800 |
Fannie Mae Pool #CA4802 3.50% 204912 | 52,779 | 56,694 |
Fannie Mae Pool #CA4358 3.50% 204912 | 51,377 | 54,330 |
Fannie Mae Pool #CA3309 3.50% 204912 | 38,699 | 41,038 |
Fannie Mae Pool #CA4566 3.50% 204912 | 36,673 | 38,789 |
Fannie Mae Pool #BO3252 3.50% 204912 | 32,348 | 34,608 |
Fannie Mae Pool #CA4151 3.50% 204912 | 30,947 | 33,356 |
Fannie Mae Pool #FM1062 3.50% 204912 | 30,764 | 33,093 |
Fannie Mae Pool #FM1443 3.50% 204912 | 25,608 | 27,507 |
Fannie Mae Pool #FM1886 3.50% 204912 | 24,366 | 25,753 |
Fannie Mae Pool #BN6708 3.50% 204912 | 12,315 | 13,142 |
Fannie Mae Pool #CA4026 3.50% 204912 | 11,224 | 11,867 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Fannie Mae Pool #BO1588 3.50% 204912 | $9,713 | $10,392 |
Fannie Mae Pool #BJ8411 3.50% 204912 | 7,393 | 7,942 |
Fannie Mae Pool #CA5166 3.50% 204912 | 4,372 | 4,627 |
Fannie Mae Pool #FM1762 3.50% 204912 | 300 | 317 |
Fannie Mae Pool #BN6249 3.50% 204912 | 115 | 122 |
Fannie Mae Pool #BO4056 3.50% 204912 | 100 | 106 |
Fannie Mae Pool #FM0020 3.50% 204912 | 86 | 91 |
Fannie Mae Pool #FM1596 3.50% 204912 | 61 | 65 |
Fannie Mae Pool #BJ8402 3.555% 20492,12 | 3,954 | 4,121 |
Fannie Mae Pool #FM1963 4.00% 204912 | 80,231 | 87,431 |
Fannie Mae Pool #FM0021 4.00% 204912 | 15,916 | 16,980 |
Fannie Mae Pool #FM1913 4.00% 204912 | 6,133 | 6,581 |
Fannie Mae Pool #MA3639 4.50% 204912 | 61,746 | 66,505 |
Fannie Mae Pool #BN5444 4.50% 204912 | 3,370 | 3,630 |
Fannie Mae Pool #MA3616 4.50% 204912 | 2,472 | 2,662 |
Fannie Mae Pool #MA3593 4.50% 204912 | 2,201 | 2,371 |
Fannie Mae Pool #MA3564 4.50% 204912 | 18 | 19 |
Fannie Mae Pool #BN6006 4.50% 204912 | 10 | 10 |
Fannie Mae Pool #BK2239 2.50% 205012 | 5,072 | 5,278 |
Fannie Mae Pool #BF0264 3.50% 205812 | 26,041 | 28,156 |
Fannie Mae, Series 2001-4, Class NA, 9.014% 20252,12 | 3 | 3 |
Fannie Mae, Series 2001-4, Class GA, 9.136% 20252,12 | 3 | 3 |
Fannie Mae, Series 1998-W5, Class B3, 6.50% 20285,12 | 434 | 420 |
Fannie Mae, Series 2002-W7, Class A5, 7.50% 202912 | 85 | 105 |
Fannie Mae, Series 2001-25, Class ZA, 6.50% 203112 | 816 | 927 |
Fannie Mae, Series 2001-20, Class E, 9.50% 20312,12 | —3 | —3 |
Fannie Mae, Series 2001-T10, Class A1, 7.00% 204112 | 1,416 | 1,676 |
Fannie Mae, Series 2001-50, Class BA, 7.00% 204112 | 250 | 289 |
Fannie Mae, Series 2002-W3, Class A5, 7.50% 204112 | 717 | 876 |
Fannie Mae, Series 2002-W1, Class 2A, 5.614% 20422,12 | 1,057 | 1,189 |
Fannie Mae, Series 2017-M3, Class A2, Multi Family, 2.483% 20262,12 | 10 | 11 |
Fannie Mae, Series 2017-M15, Class A2, Multi Family, 2.959% 20272,12 | 3,700 | 4,038 |
Fannie Mae, Series 2017-M12, Class A2, Multi Family, 3.079% 20272,12 | 5,000 | 5,507 |
Fannie Mae, Series 2019-M5, Class A2, Multi Family, 3.273% 202912 | 430 | 487 |
Fannie Mae, Series 2006-51, Class PO, principal only, 0% 203612 | 734 | 700 |
Fannie Mae, Series 2006-32, Class OA, principal only, 0% 203612 | 710 | 674 |
Fannie Mae, Series 2006-96, Class OP, principal only, 0% 203612 | 246 | 235 |
Freddie Mac 4.50% 203012 | 413 | 446 |
Freddie Mac 5.50% 203312 | 3 | 4 |
Freddie Mac 4.00% 203612 | 26,859 | 29,382 |
Freddie Mac 4.00% 203612 | 6,447 | 7,052 |
Freddie Mac 4.00% 203612 | 2,549 | 2,789 |
Freddie Mac 4.00% 203612 | 2,302 | 2,519 |
Freddie Mac 3.00% 203712 | 1,307 | 1,386 |
Freddie Mac 4.00% 203712 | 7,973 | 8,681 |
Freddie Mac 4.50% 203712 | 2,560 | 2,808 |
Freddie Mac 5.50% 203712 | 24 | 27 |
Freddie Mac 5.50% 203712 | 5 | 6 |
Freddie Mac 7.50% 203712 | 104 | 117 |
Freddie Mac 5.50% 203812 | 699 | 793 |
Freddie Mac 5.50% 203812 | 267 | 304 |
Freddie Mac 5.50% 203812 | 114 | 130 |
Freddie Mac 5.50% 203812 | 70 | 79 |
Freddie Mac 5.50% 203812 | 4 | 4 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Freddie Mac 3.50% 203912 | $74,632 | $79,456 |
Freddie Mac 3.50% 203912 | 30,691 | 32,543 |
Freddie Mac 3.50% 203912 | 4,770 | 5,083 |
Freddie Mac 4.50% 203912 | 654 | 717 |
Freddie Mac 5.00% 203912 | 4,998 | 5,549 |
Freddie Mac 5.50% 203912 | 1,659 | 1,884 |
Freddie Mac 4.50% 204012 | 12,132 | 13,295 |
Freddie Mac 4.50% 204012 | 13 | 14 |
Freddie Mac 5.50% 204012 | 26 | 30 |
Freddie Mac 4.50% 204112 | 5,161 | 5,663 |
Freddie Mac 4.50% 204112 | 1,259 | 1,380 |
Freddie Mac 4.50% 204112 | 685 | 750 |
Freddie Mac 4.50% 204112 | 259 | 280 |
Freddie Mac 4.50% 204112 | 12 | 13 |
Freddie Mac 5.00% 204112 | 3,800 | 4,216 |
Freddie Mac 5.00% 204112 | 1,282 | 1,404 |
Freddie Mac 5.50% 204112 | 32 | 36 |
Freddie Mac 4.00% 204312 | 10,237 | 11,167 |
Freddie Mac 3.50% 204512 | 1,137 | 1,226 |
Freddie Mac 4.00% 204512 | 1,709 | 1,853 |
Freddie Mac 3.00% 204612 | 106,676 | 113,199 |
Freddie Mac 3.50% 204612 | 581 | 614 |
Freddie Mac 4.50% 204612 | 1,613 | 1,759 |
Freddie Mac 4.50% 204612 | 885 | 967 |
Freddie Mac 4.50% 204612 | 862 | 943 |
Freddie Mac 4.50% 204612 | 657 | 717 |
Freddie Mac 4.50% 204612 | 437 | 474 |
Freddie Mac 3.50% 204712 | 62,697 | 66,643 |
Freddie Mac 3.50% 204712 | 23,768 | 25,272 |
Freddie Mac 3.50% 204712 | 19,344 | 20,468 |
Freddie Mac 3.50% 204712 | 6,652 | 7,036 |
Freddie Mac 4.00% 204712 | 14,358 | 15,597 |
Freddie Mac 4.00% 204712 | 12,686 | 13,656 |
Freddie Mac 4.00% 204712 | 1,355 | 1,461 |
Freddie Mac 4.50% 204712 | 4,173 | 4,512 |
Freddie Mac 4.50% 204712 | 3,391 | 3,677 |
Freddie Mac 4.50% 204712 | 2,892 | 3,134 |
Freddie Mac 4.50% 204712 | 1,838 | 1,991 |
Freddie Mac 6.50% 204712 | 193 | 207 |
Freddie Mac 3.50% 204812 | 69,378 | 73,807 |
Freddie Mac 3.50% 204812 | 55,587 | 59,738 |
Freddie Mac 3.50% 204812 | 29,088 | 30,840 |
Freddie Mac 3.50% 204812 | 399 | 427 |
Freddie Mac 4.00% 204812 | 14,066 | 15,229 |
Freddie Mac 4.00% 204812 | 4,724 | 5,093 |
Freddie Mac Pool #ZK3848 3.00% 202712 | 127 | 133 |
Freddie Mac Pool #G15537 2.50% 202812 | 6,074 | 6,321 |
Freddie Mac Pool #G15975 2.50% 202912 | 11,200 | 11,656 |
Freddie Mac Pool #G15732 3.00% 203012 | 12,773 | 13,487 |
Freddie Mac Pool #V61295 2.50% 203112 | 12,479 | 13,022 |
Freddie Mac Pool #G16634 3.00% 203112 | 19,319 | 20,400 |
Freddie Mac Pool #G18652 3.00% 203212 | 23,713 | 24,951 |
Freddie Mac Pool #G18655 3.00% 203212 | 14,843 | 15,618 |
Freddie Mac Pool #ZT0716 3.00% 203312 | 927 | 972 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Freddie Mac Pool #ZT1931 3.00% 203312 | $202 | $211 |
Freddie Mac Pool #SB8015 2.50% 203412 | 13,250 | 13,779 |
Freddie Mac Pool #SB8020 2.50% 203412 | 7,806 | 8,117 |
Freddie Mac Pool #SB8013 2.50% 203412 | 7,620 | 7,924 |
Freddie Mac Pool #QN1174 2.50% 203412 | 2,955 | 3,073 |
Freddie Mac Pool #ZT2019 3.00% 203412 | 2,000 | 2,095 |
Freddie Mac Pool #SB8000 3.00% 203412 | 539 | 565 |
Freddie Mac Pool #ZT1731 3.00% 203412 | 102 | 107 |
Freddie Mac Pool #SB8027 3.00% 203512 | 742 | 779 |
Freddie Mac Pool #C91883 4.00% 203612 | 925 | 1,011 |
Freddie Mac Pool #C92056 3.00% 203912 | 18,322 | 19,359 |
Freddie Mac Pool #C92053 3.00% 203912 | 6,018 | 6,358 |
Freddie Mac Pool #840222 4.048% 20402,12 | 1,368 | 1,404 |
Freddie Mac Pool #Q18236 3.50% 204312 | 3,021 | 3,251 |
Freddie Mac Pool #Q19133 3.50% 204312 | 1,836 | 1,976 |
Freddie Mac Pool #Q17696 3.50% 204312 | 1,718 | 1,848 |
Freddie Mac Pool #Q15874 4.00% 204312 | 149 | 159 |
Freddie Mac Pool #841039 4.28% 20432,12 | 6,683 | 6,785 |
Freddie Mac Pool #Q28558 3.50% 204412 | 9,948 | 10,700 |
Freddie Mac Pool #760012 3.04% 20452,12 | 2,014 | 2,076 |
Freddie Mac Pool #760013 3.181% 20452,12 | 1,538 | 1,594 |
Freddie Mac Pool #760014 3.499% 20452,12 | 7,265 | 7,520 |
Freddie Mac Pool #G60344 4.00% 204512 | 24,522 | 26,794 |
Freddie Mac Pool #G08791 3.00% 204712 | 19,408 | 20,491 |
Freddie Mac Pool #G61733 3.00% 204712 | 13,985 | 14,801 |
Freddie Mac Pool #760015 3.23% 20472,12 | 6,719 | 6,867 |
Freddie Mac Pool #Q52157 3.50% 204712 | 34,805 | 37,003 |
Freddie Mac Pool #Q52069 3.50% 204712 | 5,280 | 5,658 |
Freddie Mac Pool #Q51622 3.50% 204712 | 3,916 | 4,205 |
Freddie Mac Pool #Q47615 3.50% 204712 | 3,278 | 3,519 |
Freddie Mac Pool #V84817 3.50% 204712 | 330 | 350 |
Freddie Mac Pool #ZS4754 3.00% 204812 | 11,982 | 12,641 |
Freddie Mac Pool #ZT1544 3.50% 204812 | 64,431 | 68,353 |
Freddie Mac Pool #ZA5447 3.50% 204812 | 26,388 | 27,902 |
Freddie Mac Pool #Q55056 3.50% 204812 | 6,571 | 7,012 |
Freddie Mac Pool #Q54709 3.50% 204812 | 3,629 | 3,884 |
Freddie Mac Pool #Q54701 3.50% 204812 | 3,460 | 3,708 |
Freddie Mac Pool #Q54782 3.50% 204812 | 3,318 | 3,550 |
Freddie Mac Pool #Q54781 3.50% 204812 | 2,976 | 3,198 |
Freddie Mac Pool #Q56591 3.50% 204812 | 2,715 | 2,895 |
Freddie Mac Pool #Q54700 3.50% 204812 | 2,537 | 2,726 |
Freddie Mac Pool #Q55060 3.50% 204812 | 2,279 | 2,432 |
Freddie Mac Pool #Q56590 3.50% 204812 | 1,883 | 2,006 |
Freddie Mac Pool #Q56589 3.50% 204812 | 1,695 | 1,820 |
Freddie Mac Pool #V84872 3.50% 204812 | 1,650 | 1,752 |
Freddie Mac Pool #Q54698 3.50% 204812 | 1,350 | 1,456 |
Freddie Mac Pool #Q54699 3.50% 204812 | 1,258 | 1,354 |
Freddie Mac Pool #Q54831 3.50% 204812 | 983 | 1,058 |
Freddie Mac Pool #ZM7772 3.50% 204812 | 405 | 429 |
Freddie Mac Pool #ZS4777 3.50% 204812 | 155 | 164 |
Freddie Mac Pool #ZS4785 4.00% 204812 | 114,141 | 121,898 |
Freddie Mac Pool #G67711 4.00% 204812 | 42,598 | 46,437 |
Freddie Mac Pool #ZA5889 4.00% 204812 | 8,746 | 9,378 |
Freddie Mac Pool #Q56599 4.00% 204812 | 6,331 | 6,900 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Freddie Mac Pool #Q56576 4.00% 204812 | $6,266 | $6,721 |
Freddie Mac Pool #Q56175 4.00% 204812 | 4,482 | 4,886 |
Freddie Mac Pool #Q55971 4.00% 204812 | 3,763 | 4,102 |
Freddie Mac Pool #SI2002 4.00% 204812 | 2,513 | 2,697 |
Freddie Mac Pool #Q55970 4.00% 204812 | 1,863 | 2,038 |
Freddie Mac Pool #Q58411 4.50% 204812 | 8,849 | 9,713 |
Freddie Mac Pool #Q58436 4.50% 204812 | 3,378 | 3,707 |
Freddie Mac Pool #Q58378 4.50% 204812 | 3,332 | 3,615 |
Freddie Mac Pool #Q57242 4.50% 204812 | 2,778 | 3,021 |
Freddie Mac Pool #SD7507 3.00% 204912 | 74,786 | 78,908 |
Freddie Mac Pool #QA4692 3.00% 204912 | 53,852 | 56,870 |
Freddie Mac Pool #SD0175 3.00% 204912 | 19,811 | 20,982 |
Freddie Mac Pool #QA4673 3.00% 204912 | 12,989 | 13,745 |
Freddie Mac Pool #SD7508 3.50% 204912 | 143,393 | 154,030 |
Freddie Mac Pool #QA5131 3.50% 204912 | 73,054 | 77,532 |
Freddie Mac Pool #QA5125 3.50% 204912 | 47,350 | 50,863 |
Freddie Mac Pool #V85471 3.50% 204912 | 36,441 | 38,613 |
Freddie Mac Pool #RA2062 3.50% 204912 | 24,807 | 26,272 |
Freddie Mac Pool #RA1580 3.50% 204912 | 21,061 | 22,700 |
Freddie Mac Pool #RA1463 3.50% 204912 | 20,774 | 22,391 |
Freddie Mac Pool #QA0284 3.50% 204912 | 14,497 | 15,572 |
Freddie Mac Pool #ZT1776 3.50% 204912 | 7,341 | 7,763 |
Freddie Mac Pool #ZA7047 3.50% 204912 | 5,131 | 5,434 |
Freddie Mac Pool #V85284 3.50% 204912 | 3,842 | 4,072 |
Freddie Mac Pool #ZT1863 3.50% 204912 | 2,954 | 3,127 |
Freddie Mac Pool #QA2748 3.50% 204912 | 2,794 | 3,002 |
Freddie Mac Pool #ZT1709 3.50% 204912 | 1,164 | 1,231 |
Freddie Mac Pool #ZN4768 3.50% 204912 | 56 | 60 |
Freddie Mac Pool #ZA7009 4.50% 204912 | 2,550 | 2,746 |
Freddie Mac Pool #ZA6269 4.50% 204912 | 2,168 | 2,335 |
Freddie Mac Pool #QA8516 2.50% 205012 | 2,372 | 2,463 |
Freddie Mac Pool #RA2020 3.00% 205012 | 181,691 | 191,426 |
Freddie Mac Pool #RA1914 3.00% 205012 | 72,418 | 76,299 |
Freddie Mac Pool #SD0234 3.00% 205012 | 57,640 | 60,732 |
Freddie Mac Pool #SD0187 3.00% 205012 | 22,451 | 23,728 |
Freddie Mac, Series 2122, Class QM, 6.25% 202912 | 478 | 534 |
Freddie Mac, Series 3257, Class PA, 5.50% 203612 | 4,311 | 5,028 |
Freddie Mac, Series 3286, Class JN, 5.50% 203712 | 3,326 | 3,723 |
Freddie Mac, Series 3318, Class JT, 5.50% 203712 | 1,923 | 2,185 |
Freddie Mac, Series 4582, Class GA, 3.75% 20522,12 | 7,578 | 7,963 |
Freddie Mac, Series K021, Class A2, Multi Family, 2.396% 202212 | 15,000 | 15,400 |
Freddie Mac, Series KS01, Class A2, Multi Family, 2.522% 202312 | 3,297 | 3,416 |
Freddie Mac, Series K029, Class A2, Multi Family, 3.32% 202312 | 20,000 | 21,203 |
Freddie Mac, Series K036, Class A2, Multi Family, 3.527% 202312 | 2,000 | 2,167 |
Freddie Mac, Series K044, Class A2, Multi Family, 2.811% 202512 | 2,300 | 2,478 |
Freddie Mac, Series K049, Class A2, multifamily 3.01% 202512 | 774 | 846 |
Freddie Mac, Series K734, Class A2, Multi Family, 3.208% 202612 | 5,065 | 5,583 |
Freddie Mac, Series K060, Class A2, multifamily 3.30% 202612 | 400 | 450 |
Freddie Mac, Series K061, Class A2, Multi Family 3.347% 202612 | 2,951 | 3,331 |
Freddie Mac, Series K064, Class A2, Multi Family, 3.224% 20272,12 | 1,000 | 1,125 |
Freddie Mac, Series K065, Class A2, Multi Family, 3.243% 202712 | 1,170 | 1,335 |
Freddie Mac, Series K070, Class A2, Multi Family, 3.303% 20272,12 | 8,715 | 10,040 |
Freddie Mac, Series K074, Class A2, Multi Family, 3.60% 202812 | 955 | 1,118 |
Freddie Mac, Series K084, Class A2, Multi Family, 3.78% 20282,12 | 6,045 | 7,216 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Freddie Mac, Series K078, Class A2, Multi Family, 3.854% 202812 | $4,000 | $4,783 |
Freddie Mac, Series K076, Class A2, Multi Family, 3.90% 202812 | 3,965 | 4,735 |
Freddie Mac, Series K081, Class A2, Multi Family, 3.90% 20282,12 | 1,700 | 2,060 |
Freddie Mac, Series K082, Class A2, Multi Family, 3.92% 20282,12 | 1,680 | 2,028 |
Freddie Mac, Series K079, Class A2, Multi Family, 3.926% 202812 | 172 | 207 |
Freddie Mac, Series K083, Class A2, Multi Family, 4.05% 20282,12 | 3,000 | 3,656 |
Freddie Mac, Series K101, Class A2, Multi Family, 2.524% 202912 | 62 | 69 |
Freddie Mac, Series K090, Class A2, Multi Family, 3.422% 202912 | 5,000 | 5,875 |
Freddie Mac, Series K089, Class A2, Multi Family, 3.563% 202912 | 5,249 | 6,223 |
Freddie Mac, Series K105, Class A2, Multi Family, 1.872% 205312 | 23 | 24 |
Freddie Mac, Series 3156, Class PO, principal only, 0% 203612 | 1,697 | 1,623 |
Freddie Mac, Series 3147, Class OD, principal only, 0% 203612 | 506 | 488 |
Freddie Mac, Series 3136, Class OP, principal only, 0% 203612 | 494 | 482 |
Freddie Mac, Series 3149, Class MO, principal only, 0% 203612 | 385 | 373 |
Freddie Mac, Series 3149, Class AO, principal only, 0% 203612 | 266 | 253 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 20562,12 | 56,342 | 58,598 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 205612 | 55,665 | 57,872 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 3.00% 20562,12 | 48,768 | 50,721 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class MT, 3.00% 205612 | 8,802 | 9,161 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class MA, 3.00% 205612 | 5,702 | 5,930 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HA, 3.25% 20562,12 | 19,819 | 20,786 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class AR, 3.25% 20562,12 | 1,699 | 1,793 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-1, Class HT, 3.00% 205712 | 8,936 | 9,312 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 20572,12 | 26,332 | 27,679 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA, 3.50% 205712 | 104,667 | 110,665 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT, 3.50% 205712 | 23,875 | 25,634 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 205712 | 18,030 | 19,302 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T, 4.50% 205712 | 10,811 | 11,735 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA, 3.50% 205812 | 41,656 | 44,202 |
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 205912 | 206,569 | 215,160 |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-2, Class A1, 3.50% 202812 | 55,940 | 57,989 |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-1, Class A1, 3.50% 202812 | 34,846 | 36,021 |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-2, Class A1C, 2.75% 202912 | 93,927 | 92,724 |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-3, Class A1C, 2.75% 202912 | 77,480 | 76,312 |
Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-1, Class A1, 3.50% 202912 | 26,146 | 27,113 |
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2014-DN2, Class M2, (1-month USD-LIBOR + 1.65%) 2.597% 20242,12 | 305 | 300 |
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2014-HQ2, Class M2, (1-month USD-LIBOR + 2.20%) 3.147% 20242,12 | 3,237 | 3,226 |
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-HQ2, Class M2, (1-month USD-LIBOR + 1.95%) 2.897% 20252,12 | 2,996 | 2,878 |
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DNA1, Class M3, 4.247% 20272,12 | 4,649 | 4,515 |
Government National Mortgage Assn. 2.50% 202812 | 1,500 | 1,562 |
Government National Mortgage Assn. 5.00% 203512 | 364 | 391 |
Government National Mortgage Assn. 6.50% 203812 | 186 | 211 |
Government National Mortgage Assn. 5.00% 203912 | 543 | 581 |
Government National Mortgage Assn. 4.50% 204012 | 1,957 | 2,159 |
Government National Mortgage Assn. 5.50% 204012 | 3,001 | 3,403 |
Government National Mortgage Assn. 4.50% 204112 | 7,272 | 7,810 |
Government National Mortgage Assn. 4.50% 204112 | 1,024 | 1,100 |
Government National Mortgage Assn. 4.50% 204112 | 478 | 515 |
Government National Mortgage Assn. 4.50% 204112 | 456 | 492 |
Government National Mortgage Assn. 5.00% 204112 | 2,807 | 3,096 |
Government National Mortgage Assn. 3.50% 204212 | 644 | 674 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Government National Mortgage Assn. 3.50% 204312 | $1,797 | $1,934 |
Government National Mortgage Assn. 4.00% 204512 | 223 | 243 |
Government National Mortgage Assn. 3.00% 204712 | 31,420 | 33,296 |
Government National Mortgage Assn. 3.00% 204712 | 14,177 | 15,022 |
Government National Mortgage Assn. 4.00% 204712 | 47,938 | 51,667 |
Government National Mortgage Assn. 3.50% 204812 | 10,084 | 10,667 |
Government National Mortgage Assn. 4.00% 204812 | 21,635 | 23,302 |
Government National Mortgage Assn. 4.00% 204812 | 15,188 | 16,210 |
Government National Mortgage Assn. 4.00% 204812 | 5,633 | 6,033 |
Government National Mortgage Assn. 4.00% 204812 | 4,903 | 5,230 |
Government National Mortgage Assn. 4.00% 204812 | 3,286 | 3,535 |
Government National Mortgage Assn. 4.50% 204912 | 89,705 | 95,471 |
Government National Mortgage Assn. 4.50% 204912 | 205 | 214 |
Government National Mortgage Assn. 5.00% 204912 | 1,646 | 1,737 |
Government National Mortgage Assn. 3.50% 205012,13 | 964,843 | 1,016,616 |
Government National Mortgage Assn. 4.00% 205012,13 | 51,306 | 54,511 |
Government National Mortgage Assn. 4.00% 205012 | 9,386 | 10,018 |
Government National Mortgage Assn. 4.50% 205012,13 | 73,630 | 78,166 |
Government National Mortgage Assn. Pool #MA4837 3.50% 204712 | 10,716 | 11,402 |
Government National Mortgage Assn. Pool #MA4383 4.00% 204712 | 87,770 | 94,716 |
Government National Mortgage Assn. Pool #MA5263 3.50% 204812 | 8,017 | 8,513 |
Government National Mortgage Assn. Pool #MA5527 3.50% 204812 | 6,999 | 7,404 |
Government National Mortgage Assn. Pool #MA5019 3.50% 204812 | 991 | 1,053 |
Government National Mortgage Assn. Pool #MA5264 4.00% 204812 | 62,943 | 67,417 |
Government National Mortgage Assn. Pool #MA5651 4.00% 204812 | 57,579 | 61,561 |
Government National Mortgage Assn. Pool #MA5020 4.00% 204812 | 43,056 | 46,480 |
Government National Mortgage Assn. Pool #MA5330 4.00% 204812 | 38,156 | 40,830 |
Government National Mortgage Assn. Pool #MA5398 4.00% 204812 | 5,852 | 6,286 |
Government National Mortgage Assn. Pool #MA5332 5.00% 204812 | 189 | 203 |
Government National Mortgage Assn. Pool #MA6339 3.50% 204912 | 235,739 | 249,086 |
Government National Mortgage Assn. Pool #MA6284 3.50% 204912 | 132,252 | 139,718 |
Government National Mortgage Assn. Pool #MA6219 3.50% 204912 | 60,140 | 63,510 |
Government National Mortgage Assn. Pool #MA6154 3.50% 204912 | 24,446 | 25,812 |
Government National Mortgage Assn. Pool #MA5876 4.00% 204912 | 201,598 | 215,319 |
Government National Mortgage Assn. Pool #MA5986 4.00% 204912 | 181,811 | 193,168 |
Government National Mortgage Assn. Pool #MA5931 4.00% 204912 | 162,099 | 172,315 |
Government National Mortgage Assn. Pool #MA6340 4.00% 204912 | 105,814 | 113,468 |
Government National Mortgage Assn. Pool #MA5817 4.00% 204912 | 59,421 | 63,434 |
Government National Mortgage Assn. Pool #MA6220 4.00% 204912 | 53,052 | 56,485 |
Government National Mortgage Assn. Pool #MA6155 4.00% 204912 | 29,399 | 31,275 |
Government National Mortgage Assn. Pool #MA6040 4.00% 204912 | 4,639 | 4,931 |
Government National Mortgage Assn. Pool #MA6091 4.00% 204912 | 208 | 221 |
Government National Mortgage Assn. Pool #MA5877 4.50% 204912 | 63,954 | 68,018 |
Government National Mortgage Assn. Pool #MA6092 4.50% 204912 | 15,909 | 16,917 |
Government National Mortgage Assn. Pool #MA6156 4.50% 204912 | 14,821 | 15,758 |
Government National Mortgage Assn. Pool #MA6041 4.50% 204912 | 1,850 | 1,968 |
Government National Mortgage Assn. Pool #MA6042 5.00% 204912 | 517 | 551 |
Government National Mortgage Assn. Pool #MA6400 3.50% 205012 | 11,152 | 11,648 |
Government National Mortgage Assn. Pool #MA6542 3.50% 205012 | 5,435 | 5,762 |
Government National Mortgage Assn. Pool #MA6411 4.00% 205012 | 51,537 | 54,855 |
Government National Mortgage Assn. Pool #MA6543 4.00% 205012 | 6,983 | 7,453 |
Government National Mortgage Assn. Pool #694836 5.644% 205912 | 1 | 1 |
Government National Mortgage Assn. Pool #725876 4.82% 206112 | 4 | 4 |
Government National Mortgage Assn. Pool #725879 4.83% 206112 | 4 | 4 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Federal agency mortgage-backed obligations (continued) | Principal amount (000) | Value (000) |
Government National Mortgage Assn. Pool #765136 4.906% 206112 | $3 | $3 |
Government National Mortgage Assn. Pool #710085 4.982% 206112 | 13 | 14 |
Government National Mortgage Assn. Pool #721648 5.05% 206112 | 3 | 3 |
Government National Mortgage Assn. Pool #AC1008 4.407% 206312 | 6 | 6 |
Government National Mortgage Assn. Pool #AG8238 4.823% 206412 | 15 | 15 |
Government National Mortgage Assn. Pool #725893 5.20% 206412 | 2 | 2 |
Government National Mortgage Assn. Pool #AA7554 6.64% 206412 | 3 | 3 |
Government National Mortgage Assn. Pool #AE9612 4.968% 206512 | 15 | 16 |
Uniform Mortgage-Backed Security 2.00% 203512,13 | 795,278 | 816,806 |
Uniform Mortgage-Backed Security 2.00% 203512,13 | 484,735 | 497,497 |
Uniform Mortgage-Backed Security 2.50% 203512,13 | 27,500 | 28,537 |
Uniform Mortgage-Backed Security 3.00% 203512,13 | 21,050 | 22,014 |
Uniform Mortgage-Backed Security 3.00% 205012,13 | 1,145,180 | 1,200,963 |
Uniform Mortgage-Backed Security 3.00% 205012,13 | 25,000 | 26,207 |
Uniform Mortgage-Backed Security 3.50% 205012,13 | 1,441,563 | 1,525,073 |
Uniform Mortgage-Backed Security 4.00% 205012,13 | 40,619 | 43,373 |
Uniform Mortgage-Backed Security 4.50% 205012,13 | 135,436 | 145,785 |
13,762,107 | ||
Collateralized mortgage-backed obligations (privately originated) 0.78% | ||
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.763% 20482,5,12 | 18,859 | 18,482 |
Bellemeade Re Ltd., Series 2019-3A, Class M1B, (1-month USD-LIBOR + 1.60%) 2.547% 20292,5,12 | 5,715 | 4,897 |
Bunker Hill Loan Depositary Trust, Series 2019-1, Class A1, 3.613% 20482,5,12 | 2,186 | 2,153 |
Bunker Hill Loan Depositary Trust, Series 2019-1, Class A3, 3.919% 20482,5,12 | 3,256 | 3,221 |
Cascade Funding Mortgage Trust, Series 2019-HB1, Class A, 2.386% 20292,5,12 | 6,850 | 6,814 |
Cascade Funding Mortgage Trust, Series 2019-HB1, Class M1, 2.572% 20292,5,12 | 3,590 | 3,544 |
Cascade Funding Mortgage Trust, Series 2019-HB1, Class M2, 2.863% 20292,5,12 | 874 | 864 |
Cascade Funding Mortgage Trust, Series 2019-HB1, Class M3, 3.257% 20292,5,12 | 448 | 440 |
Credit Suisse Mortgage Trust, Series 2019-RPL1, Class A1A, 3.65% 20582,5,12 | 1,852 | 1,904 |
CS First Boston Mortgage Securities Corp., Series 2002-30, Class IA1, 7.50% 203212 | 227 | 238 |
CS First Boston Mortgage Securities Corp., Series 2002-34, Class IA1, 7.50% 203212 | 80 | 84 |
CS First Boston Mortgage Securities Corp., Series 2003-21, Class VA1, 6.50% 203312 | 1,120 | 1,163 |
CS First Boston Mortgage Securities Corp., Series 2003-29, Class VA1, 7.00% 203312 | 477 | 496 |
Finance of America HECM Buyout, Series 2020-HB1, Class A, 2.012% 20302,5,12 | 11,077 | 11,222 |
Finance of America HECM Buyout, Series 2019-HB1, Class M1, 2.105% 20302,5,12 | 2,600 | 2,683 |
Finance of America HECM Buyout, Series 2020-HB1, Class M2, 2.389% 20302,5,12 | 900 | 932 |
Finance of America HECM Buyout, Series 2020-HB1, Class M3, 2.723% 20302,5,12 | 380 | 397 |
Finance of America HECM Buyout, Series 2019-AB1, Class A, 2.656% 20495,12 | 4,999 | 4,910 |
Finance of America HECM Buyout, Series 2019-AB1, Class M1, 3.50% 20495,7,12 | 2,862 | 2,656 |
Finance of America Structured Securities Trust, Series 2019-JR1, Class A, 2.00% 20695,12 | 22,263 | 23,028 |
Finance of America Structured Securities Trust, Series 2019-JR2, Class A1, 2.00% 20695,12 | 21,961 | 22,585 |
Homeward Opportunities Fund Trust, Series 2018-1, 2.688% 20482,5,12 | 15,541 | 15,132 |
JPMorgan Mortgage Trust, Series 2020-INV1, Class A3, 3.50% 20502,5,12 | 7,730 | 8,086 |
JPMorgan Mortgage Trust, Series 2019-INV3, Class A13, 3.50% 20502,5,12 | 1,976 | 2,020 |
JPMorgan Mortgage Trust, Series 2019-INV3, Class A3, 3.50% 20502,5,12 | 1,885 | 1,879 |
Legacy Mortgage Asset Trust, Series 2019-GS5, Class A1, 3.20% 20592,5,12 | 6,849 | 6,860 |
Legacy Mortgage Asset Trust, Series 2019-GS2, Class A1, 3.75% 20592,5,12 | 8,736 | 7,523 |
Mello Warehouse Securitization Trust, Series 2019-1, Class A, 1.747% 20522,5,12 | 8,945 | 8,763 |
Mello Warehouse Securitization Trust, Series 2019-2, Class A, (1-month USD-LIBOR + 0.75%) 2.377% 20522,5,12 | 62,022 | 60,999 |
Mill City Mortgage Trust, Series 2018-1, Class A1, 3.25% 20622,5,12 | 2,256 | 2,289 |
Nationstar HECM Loan Trust, Series 2018-2, Class A, 3.188% 20282,5,12 | 1,826 | 1,824 |
Nationstar HECM Loan Trust, Series 2018-3A, Class A, 3.555% 20282,5,12 | 6,426 | 6,405 |
Nationstar HECM Loan Trust, Series 2019-2A, Class A, 2.575% 20292,5,12 | 6,914 | 6,874 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Collateralized mortgage-backed obligations (privately originated) (continued) | Principal amount (000) | Value (000) |
Nationstar HECM Loan Trust, Series 2019-1A, Class A, 2.651% 20292,5,12 | $2,848 | $2,826 |
Onslow Bay Financial LLC, Series 2020-INV1, Class A5, 3.50% 20492,5,12 | 14,538 | 14,873 |
Reverse Mortgage Investment Trust, Series 2018-1, Class A, 3.436% 20282,5,12 | 2,019 | 2,018 |
RMF Proprietary Issuance Trust, Series 2019-1, Class A, 2.75% 20632,5,12 | 8,190 | 7,738 |
Sequoia Mortgage Trust, Series 2018-CH1, Class A1, 4.00% 20482,5,12 | 3,971 | 3,979 |
Starwood Mortgage Residential Trust, Series 2018-IMC1, Class A1, 3.793% 20482,5,12 | 23,708 | 23,254 |
Starwood Mortgage Residential Trust, Series 2019-IMC1, Class A1, 3.468% 20492,5,12 | 4,205 | 4,190 |
Station Place Securitization Trust, Series 2019-WL1, Class A, (1-month USD-LIBOR + 0.65%) 1.597% 20522,5,12 | 52,439 | 52,542 |
TBW Mortgage-backed Trust, Series 2007-2, Class A4B, (1-month USD-LIBOR + 0.42%) 1.367% 20372,12 | 9,280 | 6,526 |
Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75% 20552,5,12 | 922 | 911 |
Towd Point Mortgage Trust, Series 2016-5, Class A1, 2.50% 20562,5,12 | 5,670 | 5,615 |
Towd Point Mortgage Trust, Series 2017-1, Class A2, 3.50% 20562,5,12 | 904 | 867 |
Towd Point Mortgage Trust, Series 2017-5, Class A1, 1.547% 20572,5,12 | 1,248 | 1,219 |
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75% 20572,5,12 | 11,856 | 11,872 |
Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75% 20572,5,12 | 7,695 | 7,536 |
Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75% 20572,5,12 | 6,312 | 6,242 |
Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 20582,5,12 | 13,926 | 14,167 |
Towd Point Mortgage Trust, Series 2018-5, Class A1A, 3.25% 20582,5,12 | 4,224 | 4,302 |
412,044 | ||
Commercial mortgage-backed securities 0.28% | ||
Banc of America Commercial Mortgage Inc., Series 2015-UBS7, Class A4, 3.705% 204812 | 750 | 797 |
Banc of America Commercial Mortgage Inc., Series 2017-BNK3, Class A4, 3.574% 205012 | 115 | 125 |
Bank Commercial Mortgage Trust, Series 2017-BNK9, Class A4, 3.538% 205412 | 135 | 148 |
Bank Commercial Mortgage Trust, Series 2019-BN12, Class A3, 3.99% 206112 | 500 | 568 |
Bank Commercial Mortgage Trust, Series 2018-BN15, Class A3, 4.138% 206112 | 500 | 575 |
Bank Commercial Mortgage Trust, Series 2018-BN13, Class A5, 4.217% 20612,12 | 250 | 288 |
Bank Commercial Mortgage Trust, Series 2018-B15, Class A4, 4.407% 20612,12 | 500 | 586 |
Bank Commercial Mortgage Trust, Series 2020-BN26, Class A4, 1.95% 206312 | 924 | 933 |
Benchmark Mortgage Trust, Series 2018-B2, Class A4, 3.615% 205112 | 3,475 | 3,818 |
Benchmark Mortgage Trust, Series 2018-B3, Class A5, 4.025% 205112 | 190 | 215 |
Benchmark Mortgage Trust, Series 2018-B4, Class A5, 4.121% 205112 | 90 | 102 |
Benchmark Mortgage Trust, Series 2020-B17, Class A5, 2.289% 205312 | 944 | 948 |
Benchmark Mortgage Trust, Series 2018-B7, Class A3, 4.241% 205312 | 1,000 | 1,147 |
Benchmark Mortgage Trust, Series 2019-B13, Class A4, 2.952% 205712 | 730 | 775 |
Benchmark Mortgage Trust, Series 2019-B10, Class A3, 3.455% 206212 | 500 | 560 |
CD Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.456% 205012 | 3,531 | 3,831 |
Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class A4, 3.314% 204912 | 200 | 209 |
Citigroup Commercial Mortgage Trust, Series 2016-P6, Class A4, 3.458% 204912 | 250 | 267 |
Citigroup Commercial Mortgage Trust, Series 2016-C1, Class AS, 3.514% 204912 | 600 | 642 |
Citigroup Commercial Mortgage Trust, Series 2017-B1, Class A3, 3.197% 205012 | 6,250 | 6,507 |
Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4, 3.471% 205012 | 2,930 | 3,108 |
Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class A5, 2.717% 205312 | 2,700 | 2,801 |
Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class AA, 2.62% 205612 | 200 | 207 |
Commercial Mortgage Trust, Series 2012-CR3, Class B, 3.922% 20455,12 | 1,015 | 1,010 |
Commercial Mortgage Trust, Series 2012-CR5, Class D, 4.318% 20452,5,12 | 2,000 | 1,814 |
Commercial Mortgage Trust, Series 2012-CR3, Class C, 4.584% 20452,5,12 | 500 | 474 |
Commercial Mortgage Trust, Series 2013-CR6, Class B, 3.397% 20465,12 | 1,000 | 993 |
Commercial Mortgage Trust, Series 2013-CR7, Class C, 4.08% 20462,5,12 | 2,743 | 2,535 |
Commercial Mortgage Trust, Series 2013-LC13, Class B, 5.009% 20462,5,12 | 830 | 864 |
Commercial Mortgage Trust, Series 2014-LC15, Class AM, 4.198% 204712 | 850 | 887 |
Commercial Mortgage Trust, Series 2014-CR19, Class C, 4.731% 20472,12 | 600 | 546 |
Commercial Mortgage Trust, Series 2015-CR22, Class B, 3.926% 20482,12 | 5,250 | 5,213 |
Commercial Mortgage Trust, Series 2016-COR1, Class A4, 3.091% 204912 | 4,000 | 4,140 |
Bonds, notes & other debt instruments (continued) Mortgage-backed obligations (continued) Commercial mortgage-backed securities (continued) | Principal amount (000) | Value (000) |
CSAIL Commercial Mortgage Trust, Series 2015-C4, Class C, 4.58% 20482,12 | $556 | $486 |
CSAIL Commercial Mortgage Trust, Series 2015-C1, Class B, 4.044% 20502,12 | 700 | 702 |
DBUBS Mortgage Trust, Series 2011-LC2A, Class A1, 4.537% 20445,12 | 9,991 | 10,170 |
DBUBS Mortgage Trust, Series 2011-LC3A, Class B, 5.335% 20442,5,12 | 6,500 | 6,724 |
Deutsche Bank Commercial Mortgage Trust, Series 2016-C1, Class AM, 3.539% 204912 | 500 | 515 |
GS Mortgage Securities Corp., Series 2013-GC12, Class A-4, 3.135% 204612 | 1,250 | 1,291 |
GS Mortgage Securities Corp., Series 2013-GC14, Class D, 4.745% 20462,5,12 | 1,600 | 1,435 |
GS Mortgage Securities Corp. II, Series 2010-C2, Class A2, 5.162% 20432,5,12 | 4,000 | 4,053 |
GS Mortgage Securities Corp. II, Series 2011-GC5, Class B, 5.389% 20442,5,12 | 1,244 | 1,266 |
GS Mortgage Securities Corp. II, Series 2014-GC18, Class B, 4.885% 20472,12 | 2,500 | 2,555 |
GS Mortgage Securities Corp. II, Series 2017-GS7, Class A4, 3.43% 205012 | 250 | 264 |
GS Mortgage Securities Corp. II, Series 2020-GC45, Class A5, 2.9106% 205312 | 174 | 183 |
JPMBB Commercial Mortgage Securities Trust, Series 2014-C19, Class A4, 3.9965% 204712 | 2,450 | 2,628 |
JPMBB Commercial Mortgage Securities Trust, Series 2014-C19, Class D, 4.679% 20472,5,12 | 2,500 | 2,175 |
JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class B, 3.9508% 204812 | 3,500 | 3,483 |
JPMBB Commercial Mortgage Securities Trust, Series 2015-C-31, Class C, 4.62% 20482,12 | 600 | 530 |
L.A. Arena Funding, LLC, Series 1, Class A, 7.656% 20265,12 | 9,296 | 9,768 |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class B, 3.708% 20462,12 | 1,511 | 1,513 |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C-13, Class A-4, 4.039% 204612 | 1,934 | 2,041 |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C7, Class D, 4.234% 20462,5,12 | 2,700 | 2,462 |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C13, Class B, 4.756% 20462,12 | 1,000 | 1,026 |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class A4, 3.753% 204712 | 525 | 560 |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class B, 4.00% 20472,12 | 2,000 | 2,009 |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class A4, 4.051% 204712 | 250 | 265 |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C30, Class A4, 2.60% 204912 | 250 | 244 |
Morgan Stanley Capital I Trust, Series 2014-CPT, Class A, 3.35% 20295,12 | 6,885 | 6,829 |
Morgan Stanley Capital I Trust, Series 2011-C2, Class A4, 4.661% 20445,12 | 4,764 | 4,906 |
Morgan Stanley Capital I Trust, Series 2011-C1, Class A4, 5.033% 20472,5,12 | 479 | 484 |
Morgan Stanley Capital I Trust, Series 2015-UBS8, Class AS, 4.114% 204812 | 1,730 | 1,819 |
Morgan Stanley Capital I Trust, Series 2016-UBS9, Class C, 4.698% 20492,12 | 567 | 494 |
Multi Family Connecticut Avenue Securities, Series 2019-1, Class M10, (1-month USD-LIBOR + 3.25%) 4.197% 20492,5,12 | 2,295 | 1,633 |
Wells Fargo Commercial Mortgage Trust, Series 2014-LC18, Class A5, 3.405% 204712 | 290 | 303 |
Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class C, 4.11% 20482,12 | 585 | 507 |
Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class B, 2.967% 204912 | 865 | 799 |
Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class A4, 3.096% 204912 | 6,190 | 6,501 |
Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class AS, 3.484% 204912 | 380 | 387 |
Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class A5, 3.817% 205012 | 2,302 | 2,427 |
Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class A3, 3.888% 205112 | 6,500 | 7,032 |
Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class C, 4.534% 20582,12 | 1,000 | 877 |
Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class A4, 3.426% 205912 | 1,320 | 1,388 |
Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class AS, 3.988% 205912 | 600 | 627 |
WF-RBS Commercial Mortgage Trust, Series 2013-C13, Class B, 3.553% 204512 | 500 | 499 |
WF-RBS Commercial Mortgage Trust, Series 2013-C11, Class B, 3.714% 20452,12 | 1,000 | 1,000 |
WF-RBS Commercial Mortgage Trust, Series 2013-C14, Class B, 3.841% 20462,12 | 2,500 | 2,499 |
WF-RBS Commercial Mortgage Trust, Series 2014-C22, Class A4, 3.488% 205712 | 2,038 | 2,126 |
149,118 | ||
Total mortgage-backed obligations | 14,323,269 | |
Asset-backed obligations 2.55% | ||
Aesop Funding LLC, Series 2015-1A, Class A, 2.50% 20215,12 | 3,630 | 3,625 |
Aesop Funding LLC, Series 2015-2A, Class A, 2.63% 20215,12 | 9,175 | 9,103 |
Aesop Funding LLC, Series 2019-1A, Class A, 3.45% 20235,12 | 5,705 | 5,621 |
Bonds, notes & other debt instruments (continued) Asset-backed obligations (continued) | Principal amount (000) | Value (000) |
Aesop Funding LLC, Series 2017-2A, Class A, 2.97% 20245,12 | $2,210 | $2,084 |
Aesop Funding LLC, Series 2018-2A, Class A, 4.00% 20255,12 | 28,000 | 27,843 |
Aesop Funding LLC, Series 2020-1A, Class A, 2.33% 20265,12 | 30,754 | 27,373 |
American Express Credit Account Master Trust, Series 2018-3, Class A, 1.025% 20252,12 | 423 | 414 |
American Express Credit Account Master Trust, Series 2017-7, Class A, 2.35% 202512 | 1,260 | 1,286 |
AmeriCredit Automobile Receivables Trust, Series 2016-2, Class C, 2.87% 202112 | 322 | 321 |
AmeriCredit Automobile Receivables Trust, Series 2016-3, Class C, 2.24% 202212 | 4,540 | 4,500 |
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71% 202212 | 6,030 | 5,997 |
AmeriCredit Automobile Receivables Trust, Series 2016-1, Class C, 2.89% 202212 | 1,199 | 1,197 |
CarMaxAuto Owner Trust, Series 2019-2, Class A2A, 2.69% 202212 | 641 | 645 |
CarMaxAuto Owner Trust, Series 2020-1, Class A2, 1.87% 202312 | 50,839 | 50,947 |
CarMaxAuto Owner Trust, Series 2019-2, Class A4, 2.77% 202412 | 1,245 | 1,252 |
CarMaxAuto Owner Trust, Series 2019-2, Class C, 3.16% 202512 | 650 | 653 |
Chase Issuance Trust, Series 2020-A1, Class A1, 1.53% 202512 | 680 | 688 |
Citibank Credit Card Issuance Trust, Series 2018-A6, Class A6, 3.21% 202412 | 514 | 538 |
Citibank Credit Card Issuance Trust, Series 2018-A2, Class A2, 1.103% 20252,12 | 264 | 259 |
Cloud Pass-Through Trust, Series 2019-1A, Class CLOU, 3.554% 20222,5,12 | 16,404 | 16,494 |
CPS Auto Receivables Trust, Series 2015-A, Class C, 4.00% 20215,12 | 245 | 245 |
CPS Auto Receivables Trust, Series 2019-D, Class A, 2.17% 20225,12 | 14,842 | 14,705 |
CPS Auto Receivables Trust, Series 2019-B, Class A, 2.89% 20225,12 | 747 | 744 |
CPS Auto Receivables Trust, Series 2017-B, Class C, 2.92% 20225,12 | 3,144 | 3,137 |
CPS Auto Receivables Trust, Series 2018-D, Class A, 3.06% 20225,12 | 182 | 182 |
CPS Auto Receivables Trust, Series 2018-A, Class C, 3.05% 20235,12 | 1,240 | 1,222 |
CPS Auto Receivables Trust, Series 2019-B, Class B, 3.09% 20235,12 | 2,000 | 1,989 |
CPS Auto Receivables Trust, Series 2019-B, Class C, 3.35% 20245,12 | 2,570 | 2,551 |
CPS Auto Receivables Trust, Series 2019-C, Class C, 2.84% 20255,12 | 2,169 | 2,130 |
CPS Auto Receivables Trust, Series 2019-C, Class D, 3.17% 20255,12 | 2,025 | 1,971 |
CPS Auto Receivables Trust, Series 2019-B, Class D, 3.69% 20255,12 | 5,325 | 5,276 |
Credit Acceptance Auto Loan Trust, Series 17-3A, Class C, 3.48% 20265,12 | 2,695 | 2,684 |
Credit Acceptance Auto Loan Trust, Series 18-3A, Class C, 4.04% 20275,12 | 1,485 | 1,482 |
Credit Acceptance Auto Loan Trust, Series 2020-1A, Class A, 2.01% 20295,12 | 15,748 | 14,686 |
Credit Acceptance Auto Loan Trust, Series 20-1A, Class B, 2.39% 20295,12 | 4,118 | 3,667 |
CWHEQ Revolving Home Equity Loan Trust, Series 2005-C, Class 2A, FSA insured, (1-month USD-LIBOR + 0.18%) 0.885% 20352,12 | 1,662 | 1,540 |
CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 2A, FSA insured, (1-month USD-LIBOR + 0.14%) 0.845% 20372,12 | 2,617 | 2,369 |
CWHEQ Revolving Home Equity Loan Trust, Series 2007-B, Class A, FSA insured, (1-month USD-LIBOR + 0.15%) 0.855% 20372,12 | 4,118 | 3,730 |
Discover Card Execution Note Trust, Series 2019-A3, Class A, 1.89% 202412 | 7,974 | 8,049 |
Drive Auto Receivables Trust, Series 2020-1, Class A2, 1.99% 202212 | 20,365 | 20,438 |
Drive Auto Receivables Trust, Series 2019-2, Class A2A, 2.93% 202212 | 1 | 1 |
Drive Auto Receivables Trust, Series 2019-2, Class B, 3.17% 202312 | 4,660 | 4,647 |
Drive Auto Receivables Trust, Series 2019-3, Class B, 2.65% 202412 | 3,970 | 3,929 |
Drive Auto Receivables Trust, Series 2018-2, Class C, 3.63% 202412 | 1,113 | 1,118 |
Drive Auto Receivables Trust, Series 2018-3, Class C, 3.72% 202412 | 126 | 126 |
Drive Auto Receivables Trust, Series 2018-1, Class D, 3.81% 202412 | 70 | 70 |
Drive Auto Receivables Trust, Series 2019-3, Class C, 2.90% 202512 | 12,690 | 12,401 |
Drive Auto Receivables Trust, Series 2019-2, Class C, 3.42% 202512 | 8,760 | 8,657 |
Drive Auto Receivables Trust, Series 2019-3, Class D, 3.18% 202612 | 6,030 | 5,828 |
Drivetime Auto Owner Trust, Series 2019-3, Class A, 2.55% 20225,12 | 6,658 | 6,631 |
Drivetime Auto Owner Trust, Series 2019-2A, Class A, 2.85% 20225,12 | 2,217 | 2,212 |
Drivetime Auto Owner Trust, Series 2018-3A, Class A, 3.26% 20225,12 | 1,937 | 1,939 |
Drivetime Auto Owner Trust, Series 2018-3A, Class B, 3.56% 20225,12 | 415 | 416 |
Drivetime Auto Owner Trust, Series 2020-1, Class A, 1.94% 20235,12 | 13,568 | 13,425 |
Drivetime Auto Owner Trust, Series 2019-4A, Class A, 2.17% 20235,12 | 21,932 | 21,756 |
Bonds, notes & other debt instruments (continued) Asset-backed obligations (continued) | Principal amount (000) | Value (000) |
Drivetime Auto Owner Trust, Series 2019-3, Class B, 2.60% 20235,12 | $1,570 | $1,555 |
Drivetime Auto Owner Trust, Series 2019-2A, Class B, 2.99% 20235,12 | 3,240 | 3,214 |
Drivetime Auto Owner Trust, Series 2018-1A, Class C, 3.47% 20235,12 | 5,190 | 5,175 |
Drivetime Auto Owner Trust, Series 2020-1, Class B, 2.16% 20245,12 | 2,000 | 1,950 |
Drivetime Auto Owner Trust, Series 2018-2A, Class C, 3.67% 20245,12 | 135 | 135 |
Drivetime Auto Owner Trust, Series 2019-3, Class C, 2.74% 20255,12 | 1,925 | 1,890 |
Drivetime Auto Owner Trust, Series 2019-3, Class D, 2.96% 20255,12 | 2,870 | 2,779 |
Drivetime Auto Owner Trust, Series 2019-2A, Class C, 3.18% 20255,12 | 5,765 | 5,710 |
Drivetime Auto Owner Trust, Series 2019-2A, Class D, 3.48% 20255,12 | 6,800 | 5,651 |
Enterprise Fleet Financing LLC, Series 2017-1, Class A2, 2.13% 20225,12 | 123 | 123 |
Exeter Automobile Receivables Trust, Series 2017-3A, Class B, 2.81% 20225,12 | 7,771 | 7,716 |
Exeter Automobile Receivables Trust, Series 2019-2A, Class A, 2.93% 20225,12 | 2,463 | 2,446 |
Exeter Automobile Receivables Trust, Series 2020-1A, Class A, 2.05% 20235,12 | 33,487 | 33,159 |
Exeter Automobile Receivables Trust, Series 2019-4A, Class A, 2.18% 20235,12 | 20,699 | 20,552 |
Exeter Automobile Receivables Trust, Series 2019-3A, Class B, 2.58% 20235,12 | 8,200 | 8,100 |
Exeter Automobile Receivables Trust, Series 2019-2A, Class B, 3.06% 20235,12 | 9,875 | 10,000 |
Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68% 20235,12 | 1,750 | 1,705 |
Exeter Automobile Receivables Trust, Series 2020-1A, Class B, 2.26% 20245,12 | 3,500 | 3,420 |
Exeter Automobile Receivables Trust, Series 2019-3A, Class C, 2.79% 20245,12 | 9,000 | 8,807 |
Exeter Automobile Receivables Trust, Series 2019-2A, Class C, 3.30% 20245,12 | 7,850 | 7,308 |
Exeter Automobile Receivables Trust, Series 2019-1A, Class C, 3.82% 20245,12 | 4,150 | 4,010 |
Exeter Automobile Receivables Trust, Series 2020-1A, Class C, 2.49% 20255,12 | 6,890 | 6,313 |
Exeter Automobile Receivables Trust, Series 2019-3A, Class D, 3.11% 20255,12 | 9,000 | 8,838 |
Exeter Automobile Receivables Trust, Series 2019-2A, Class D, 3.71% 20255,12 | 10,000 | 8,536 |
First Investors Auto Owner Trust, Series 2019-1A, Class A, 2.89% 20245,12 | 1,118 | 1,111 |
Ford Credit Auto Owner Trust, Series 2019-C, Class A4, 1.93% 202512 | 1,269 | 1,275 |
Ford Credit Auto Owner Trust, Series 2016-2, Class A, 2.03% 20275,12 | 33,660 | 33,740 |
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.52% 20305,12 | 19,510 | 20,257 |
Ford Credit Auto Owner Trust, Series 2020-1, Class A, 2.04% 20315,12 | 94,433 | 88,277 |
Ford Credit Auto Owner Trust, Series 2018-1, Class A, 3.19% 20315,12 | 38,760 | 42,866 |
Ford Credit Floorplan Master Owner Trust, Series 2019-3, Class A1, 2.23% 202412 | 112,692 | 108,739 |
Global SC Finance II SRL, Series 2017-1A, Class A, 3.85% 20375,12 | 5,428 | 5,261 |
Global SC Finance V SRL, Series 2019-1A, Class B, 4.81% 20395,12 | 11,529 | 10,762 |
GM Financial Automobile Leasing Trust 2020-1, Class A2, 1.83% 202312 | 75,000 | 75,309 |
GM Financial Automobile Leasing Trust, Series 2019-4, Class B, 2.04% 202512 | 1,052 | 1,026 |
GM Financial Automobile Leasing Trust, Series 2019-4, Class C, 2.44% 202512 | 1,521 | 1,485 |
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class B, 2.57% 202312 | 765 | 772 |
GM Financial Consumer Automobile Receivables Trust, Series 2018-1, Class C, 2.77% 202312 | 530 | 529 |
GM Financial Consumer Automobile Receivables Trust, Series 2020-1, Class A3, 1.84% 202412 | 2,452 | 2,464 |
GM Financial Consumer Automobile Receivables Trust, Series 2019-2, Class B, 2.87% 202412 | 1,315 | 1,345 |
GM Financial Consumer Automobile Receivables Trust, Series 2019-2, Class C, 3.07% 202412 | 4,285 | 4,328 |
Henderson Receivables LLC, Series 2006-3A, Class A1, (1-month USD-LIBOR + 0.20%) 0.905% 20412,5,12 | 891 | 832 |
Henderson Receivables LLC, Series 2006-4A, Class A1, (1-month USD-LIBOR + 0.20%) 0.905% 20412,5,12 | 692 | 674 |
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2016-4A, Class A, 2.65% 20225,12 | 4,015 | 3,897 |
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2018-1A, Class A, 3.29% 20245,12 | 13,235 | 12,565 |
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2019-3A, Class A, 2.67% 20255,12 | 16,799 | 15,015 |
Hertz Vehicle Financing LLC, Rental Car Asset-Backed Notes, Series 2019-2A, Class A, 3.42% 20255,12 | 12,524 | 11,998 |
Home Equity Asset Trust, Series 2004-7, Class M1, (1-month USD-LIBOR + 0.62%) 1.877% 20352,12 | 1,947 | 1,903 |
Honda Auto Receivables Owner Trust, Series 2019-2, Class A3, 2.52% 202312 | 2,115 | 2,144 |
Hyundai Auto Lease Securitization Trust, Series 2020-A, Class A2, 1.90% 20225,12 | 24,625 | 24,672 |
Mercedes-Benz Auto Lease Trust, Series 2020-A, Class A2, 1.82% 202212 | 12,731 | 12,759 |
Nissan Auto Receivables Owner Trust, Series 2019-B, Class A-3, 2.50% 202312 | 2,115 | 2,148 |
OneMain Direct Auto Receivables Trust, Series 2018-1, Class A, 3.43% 20245,12 | 8,335 | 8,310 |
OSW Structured Asset Trust, Series 2020-RPL1, Class A1, 3.072% 20602,5,12 | 9,412 | 9,499 |
Bonds, notes & other debt instruments (continued) Asset-backed obligations (continued) | Principal amount (000) | Value (000) |
Palmer Square Loan Funding, CLO, Series 2019-2, Class A1, (3-month USD-LIBOR + 0.97%) 2.789% 20272,5,12 | $16,443 | $15,801 |
Palmer Square Loan Funding, CLO, Series 2019-1A, Class A1, (3-month USD-LIBOR + 1.05%) 2.869% 20272,5,12 | 29,399 | 28,707 |
Prestige Auto Receivables Trust, Series 2019-1A, Class C, 2.70% 20245,12 | 3,940 | 3,805 |
Prestige Auto Receivables Trust, Series 2019-1A, Class D, 3.01% 20255,12 | 2,435 | 2,284 |
Residential Funding Mortgage Securities II, Inc., Series 2006-HSA3, Class A, FSA insured, (1-month USD-LIBOR + 0.13%) 1.077% 20362,12 | 267 | 255 |
Santander Drive Auto Receivables Trust, Series 2016-3, Class C, 2.46% 202212 | 434 | 433 |
Santander Drive Auto Receivables Trust, Series 2017-1, Class C, 2.58% 202212 | 3,549 | 3,547 |
Santander Drive Auto Receivables Trust, Series 2017-3, Class C, 2.76% 202212 | 4,415 | 4,368 |
Santander Drive Auto Receivables Trust, Series 2019-2, Class B, 2.79% 202412 | 4,880 | 4,838 |
Santander Drive Auto Receivables Trust, Series 2019-2, Class D, 3.22% 202512 | 4,975 | 4,923 |
Santander Retail Auto Lease Trust, Series 2019-A, Class A2A, 2.72% 20225,12 | 2,149 | 2,151 |
Social Professional Loan Program LLC, Series 2015-C, Class A2, 2.51% 20335,12 | 1,206 | 1,218 |
Symphony Ltd., CLO, Series 2013-12A, Class AR, (3-month USD-LIBOR + 1.03%) 2.861% 20252,5,12 | 22,125 | 21,969 |
TAL Advantage V LLC, Series 2013-2A, Class A, 3.55% 20385,12 | 2,422 | 2,353 |
TAL Advantage V LLC, Series 2014-1A, Class A, 3.51% 20395,12 | 1,602 | 1,554 |
TAL Advantage V LLC, Series 2017-1A, Class A, 4.50% 20425,12 | 5,378 | 5,225 |
Toyota Auto Loan Extended Note Trust, Series 2019-1, Class A, 2.56% 20315,12 | 6,000 | 6,128 |
Toyota Auto Receivables Owner Trust, Series 2018-B, Class A2A, 2.64% 202112 | 1,385 | 1,386 |
Toyota Auto Receivables Owner Trust, Series 2019-B, Class A2A, 2.59% 202212 | 7,711 | 7,731 |
Triton Container Finance LLC, Series 2017-1A, Class A, 3.52% 20425,12 | 5,500 | 5,256 |
Verizon Owner Trust, Series 2017-1A, Class B, 2.45% 20215,12 | 2,500 | 2,493 |
Verizon Owner Trust, Series 2017-1A, Class C, 2.65% 20215,12 | 3,000 | 2,990 |
Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06% 20225,12 | 4,258 | 4,263 |
Verizon Owner Trust, Series 2017-3A, Class B, 2.38% 20225,12 | 4,950 | 4,839 |
Verizon Owner Trust, Series 2020-A, Class A1A, 1.85% 202412 | 40,756 | 39,809 |
Volkswagen Auto Lease Trust, Series 2019-A, Class A2A, 2.00% 202212 | 51,381 | 51,478 |
Voya Ltd., CLO, Series 2014-3A, Class A1R, (3-month USD-LIBOR + 0.72%) 2.514% 20262,5,12 | 3,454 | 3,408 |
Westlake Automobile Receivables Trust, Series 2018-3A, Class A2A, 2.98% 20225,12 | 6,697 | 6,690 |
Westlake Automobile Receivables Trust, Series 2019-3A, Class A2, 2.15% 20235,12 | 64,874 | 64,275 |
Westlake Automobile Receivables Trust, Series 2019-2A, Class A2, 2.57% 20235,12 | 5,759 | 5,741 |
Westlake Automobile Receivables Trust, Series 2018-1A, Class C, 2.92% 20235,12 | 4,076 | 4,033 |
Westlake Automobile Receivables Trust, Series 2019-2A, Class B, 2.62% 20245,12 | 1,040 | 1,008 |
Westlake Automobile Receivables Trust, Series 2018-2A, Class C, 3.50% 20245,12 | 400 | 400 |
World Financial Network Credit Card Master Note Trust, Series 2019-C, Class A, 2.21% 202612 | 27,000 | 26,064 |
1,343,270 | ||
Bonds & notes of governments & government agencies outside the U.S. 1.51% | ||
Abu Dhabi (Emirate of) 2.50% 2029 | 1,800 | 1,756 |
Angola (Repulic of) 8.00% 20295 | 5,000 | 2,087 |
Argentine Republic 6.875% 2021 | 3,075 | 899 |
Argentine Republic 4.625% 2023 | 700 | 203 |
Argentine Republic 7.50% 2026 | 6,325 | 1,787 |
Argentine Republic 6.875% 2027 | 2,200 | 616 |
Argentine Republic 8.28% 203310 | 4,984 | 1,793 |
Argentine Republic 0% 2035 | 25,700 | 202 |
Argentine Republic 6.875% 2048 | 13,230 | 3,490 |
Benin (Republic of) 5.75% 2026 | €1,200 | 1,115 |
Brazil (Federative Republic of) 6.00% 20454 | BRL56,755 | 13,076 |
Cameroon (Republic of) 9.50% 2025 | $1,500 | 1,362 |
Costa Rica (Republic of) 7.00% 2044 | 2,178 | 1,765 |
Cote d’Ivoire (Republic of) 6.375% 20285 | 7,275 | 6,703 |
Cote d’Ivoire (Republic of) 5.25% 2030 | €950 | 904 |
Bonds, notes & other debt instruments (continued) Bonds & notes of governments & government agencies outside the U.S. (continued) | Principal amount (000) | Value (000) |
Dominican Republic 7.50% 2021 | $633 | $635 |
Dominican Republic 5.50% 20255 | 10,380 | 10,056 |
Dominican Republic 5.50% 2025 | 1,640 | 1,589 |
Dominican Republic 6.875% 20265 | 4,300 | 4,315 |
Dominican Republic 6.40% 20495 | 1,648 | 1,467 |
Egypt (Arab Republic of) 4.55% 20235 | 5,100 | 4,542 |
Egypt (Arab Republic of) 5.577% 20235 | 1,690 | 1,571 |
Egypt (Arab Republic of) 4.75% 2026 | €3,000 | 2,852 |
Egypt (Arab Republic of) 6.588% 20285 | $1,610 | 1,379 |
Egypt (Arab Republic of) 5.625% 2030 | €1,060 | 897 |
Egypt (Arab Republic of) 7.50% 20325 | $5,100 | 4,146 |
Egypt (Arab Republic of) 8.50% 20475 | 2,245 | 1,851 |
Export-Import Bank of India 3.375% 2026 | 7,000 | 6,696 |
Gabonese Republic 6.375% 2024 | 772 | 542 |
Gabonese Republic 6.95% 2025 | 700 | 471 |
Gabonese Republic 6.625% 20315 | 600 | 371 |
Greece (Hellenic Republic of) 3.45% 2024 | €5,180 | 6,188 |
Greece (Hellenic Republic of) 3.375% 2025 | 6,145 | 7,395 |
Guatemala (Republic of) 4.50% 2026 | $1,700 | 1,663 |
Guatemala (Republic of) 4.375% 2027 | 3,975 | 3,850 |
Honduras (Republic of) 8.75% 2020 | 15,197 | 15,177 |
Honduras (Republic of) 7.50% 2024 | 3,330 | 3,259 |
Honduras (Republic of) 6.25% 20275 | 1,400 | 1,230 |
Honduras (Republic of) 6.25% 2027 | 968 | 850 |
India (Republic of) 8.60% 2028 | INR1,015,200 | 15,000 |
India (Republic of) 7.61% 2030 | 2,386,030 | 33,685 |
India (Republic of) 7.88% 2030 | 1,667,000 | 23,947 |
Indonesia (Republic of) 3.75% 2022 | $4,255 | 4,303 |
Indonesia (Republic of) 3.375% 2023 | 9,350 | 9,370 |
Iraq (Republic of) 5.80% 2028 | 5,150 | 3,940 |
Israel (State of) 2.50% 2030 | 1,090 | 1,100 |
Israel (State of) 3.375% 2050 | 1,630 | 1,589 |
Italy (Republic of) 0.10% 20234 | €71,579 | 77,407 |
Japan, Series 20, 0.10% 20254 | ¥8,678,500 | 80,671 |
Japan, Series 21, 0.10% 20264 | 1,529,400 | 14,231 |
Japan, Series 22, 0.10% 20274 | 2,249,654 | 20,922 |
Japan Bank for International Cooperation (3-month USD-LIBOR + 0.48%) 2.06% 20202 | $23,448 | 23,450 |
Japan Bank for International Cooperation 2.125% 2020 | 21,400 | 21,442 |
Japan Bank for International Cooperation 3.125% 2021 | 76,664 | 79,108 |
Jordan (Hashemite Kingdom of) 6.125% 20265 | 2,890 | 2,647 |
Jordan (Hashemite Kingdom of) 5.75% 20275 | 615 | 545 |
Kazakhstan (Republic of) 6.50% 20455 | 2,250 | 2,958 |
Kenya (Republic of) 6.875% 20245 | 6,425 | 6,149 |
Kenya (Republic of) 8.00% 20325 | 800 | 742 |
Kenya (Republic of) 8.25% 20485 | 330 | 306 |
Kuwait (State of) 2.75% 20225 | 2,150 | 2,166 |
Morocco (Kingdom of) 4.25% 2022 | 5,400 | 5,376 |
Morocco (Kingdom of) 5.50% 2042 | 7,200 | 7,679 |
Pakistan (Islamic Republic of) 5.50% 20215 | 2,335 | 2,240 |
Pakistan (Islamic Republic of) 8.25% 2024 | 2,220 | 1,975 |
Pakistan (Islamic Republic of) 6.875% 2027 | 1,200 | 1,003 |
Pakistan (Islamic Republic of) 6.875% 20275 | 1,100 | 919 |
Panama (Republic of) 3.75% 20265 | 1,585 | 1,596 |
Panama (Republic of) 3.16% 2030 | 3,585 | 3,601 |
Panama (Republic of) 4.50% 2047 | 1,090 | 1,205 |
Bonds, notes & other debt instruments (continued) Bonds & notes of governments & government agencies outside the U.S. (continued) | Principal amount (000) | Value (000) |
Panama (Republic of) 4.50% 2050 | $200 | $222 |
Panama (Republic of) 4.50% 2056 | 6,495 | 7,096 |
Paraguay (Republic of) 4.625% 2023 | 1,500 | 1,522 |
Paraguay (Republic of) 5.00% 2026 | 4,485 | 4,620 |
Paraguay (Republic of) 5.00% 20265 | 1,575 | 1,622 |
Paraguay (Republic of) 4.70% 20275 | 850 | 867 |
Paraguay (Republic of) 5.60% 20485 | 1,980 | 2,039 |
Poland (Republic of) 3.25% 2026 | 6,600 | 7,148 |
Portuguese Republic 5.125% 2024 | 1,725 | 1,945 |
PT Indonesia Asahan Aluminium Tbk 5.23% 20215 | 3,719 | 3,747 |
PT Indonesia Asahan Aluminium Tbk 5.71% 20235 | 2,050 | 2,099 |
PT Indonesia Asahan Aluminium Tbk 6.53% 20285 | 685 | 733 |
PT Indonesia Asahan Aluminium Tbk 6.757% 20485 | 655 | 704 |
Qatar (State of) 3.875% 20235 | 10,830 | 11,169 |
Qatar (State of) 4.50% 20285 | 5,115 | 5,617 |
Romania 2.00% 2032 | €1,400 | 1,390 |
Romania 3.50% 2034 | 6,485 | 7,264 |
Romania 3.375% 2038 | 2,200 | 2,331 |
Romania 4.625% 2049 | 2,900 | 3,397 |
Russian Federation 4.375% 2029 | $4,000 | 4,290 |
Russian Federation 5.10% 20355 | 800 | 926 |
Saudi Arabia (Kingdom of) 2.375% 20215 | 750 | 744 |
Saudi Arabia (Kingdom of) 3.25% 20265 | 4,170 | 4,180 |
Saudi Arabia (Kingdom of) 3.625% 20285 | 3,110 | 3,172 |
Saudi Arabia (Kingdom of) 3.625% 2028 | 1,800 | 1,836 |
Senegal (Republic of) 4.75% 2028 | €4,000 | 4,022 |
Tunisia (Republic of) 5.625% 2024 | 3,000 | 2,751 |
Turkey (Republic of) 4.25% 2026 | $9,300 | 7,777 |
Turkey (Republic of) 4.875% 2026 | 2,380 | 2,019 |
Ukraine 7.75% 2021 | 7,900 | 7,629 |
Ukraine 6.75% 2026 | €3,905 | 3,843 |
Ukraine 7.75% 2026 | $3,500 | 3,233 |
United Kingdom 0.125% 20414 | £11,072 | 21,919 |
United Mexican States 3.25% 2030 | $5,845 | 5,493 |
United Mexican States 4.50% 2050 | 5,325 | 5,296 |
United Mexican States 5.75% 2110 | 4,700 | 4,894 |
United Mexican States, Series M, 8.00% 2023 | MXN1,540,000 | 68,136 |
Uruguay (Oriental Republic of) 8.50% 2028 | UYU224,725 | 4,193 |
793,907 | ||
Municipals 1.31% Illinois 0.76% | ||
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2009-E, 6.138% 2039 | $56,485 | 55,714 |
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-C, 6.319% 2029 | 14,400 | 14,513 |
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2010-D, 6.519% 2040 | 5,770 | 5,699 |
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2011-A, 5.50% 2039 | 355 | 357 |
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2015-C, 5.25% 2039 | 1,035 | 1,048 |
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2017-A, 7.00% 20465 | 7,760 | 8,706 |
City of Chicago, Board of Education, Unlimited Tax G.O. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2033 | 215 | 258 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, 5.00% 2026 | 960 | 988 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, 5.00% 2030 | 1,915 | 1,959 |
Bonds, notes & other debt instruments (continued) Municipals (continued) Illinois (continued) | Principal amount (000) | Value (000) |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-C, 5.00% 2034 | $425 | $431 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-D, 5.00% 2031 | 850 | 868 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-G, 5.00% 2044 | 660 | 653 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-H, 5.00% 2036 | 850 | 858 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2017-H, 5.00% 2046 | 2,415 | 2,371 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2026 | 640 | 659 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2028 | 745 | 906 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2029 | 215 | 221 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2029 | 370 | 449 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2030 | 215 | 260 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2030 | 215 | 220 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2031 | 425 | 512 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2032 | 425 | 511 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-A, Assured Guaranty Municipal insured, 5.00% 2034 | 240 | 244 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-C, Assured Guaranty Municipal insured, 5.00% 2028 | 950 | 1,156 |
City of Chicago, Board of Education, Unlimited Tax G.O. Rev. Ref. Bonds (Dedicated Rev.), Series 2018-C, Assured Guaranty Municipal insured, 5.00% 2029 | 640 | 776 |
City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds (Dedicated Tax Rev.), Capital Appreciation Bonds, Series 1998-B-1, National insured, 0% 2031 | 425 | 274 |
City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds (Dedicated Tax Rev.), Series 2012-A, 5.00% 2042 | 1,630 | 1,625 |
City of Chicago, School Reform Board of Trustees of the Board of Education, Unlimited Tax G.O. Bonds (Dedicated Tax Rev.), Series 2011-A, 5.00% 2041 | 575 | 567 |
G.O. Bonds, Pension Funding, Series 2003, 4.95% 2023 | 47,620 | 48,055 |
G.O. Bonds, Pension Funding, Series 2003, 5.10% 2033 | 161,050 | 160,101 |
G.O. Bonds, Pension Funding, Series 2003, Assured Guaranty Municipal insured, 5.10% 2033 | 12,860 | 14,180 |
G.O. Bonds, Series 2013-B, 3.65% 2020 | 4,745 | 4,745 |
G.O. Bonds, Series 2013-B, 4.11% 2022 | 2,280 | 2,379 |
G.O. Bonds, Series 2013-B, 4.31% 2023 | 7,325 | 7,754 |
G.O. Bonds, Series 2013-B, 4.91% 2027 | 3,250 | 3,616 |
G.O. Bonds, Series 2019-A, 5.70% 2031 | 7,530 | 8,850 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-1, 6.63% 2035 | 7,745 | 8,348 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.85% 2022 | 3,155 | 3,379 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 5.95% 2023 | 6,495 | 7,199 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 6.05% 2024 | 1,905 | 2,177 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-2, 6.15% 2025 | 6,205 | 7,234 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.727% 2020 | 1,230 | 1,230 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-3, 5.827% 2021 | 2,065 | 2,145 |
G.O. Bonds, Taxable Build America Bonds, Series 2010-5, 6.20% 2021 | 4,436 | 4,493 |
Bonds, notes & other debt instruments (continued) Municipals (continued) Illinois (continued) | Principal amount (000) | Value (000) |
Housing Dev. Auth., Multi Family Housing Rev. Notes (Marshall Field Garden Apartment Homes), Series 2015, (SIFMA Municipal Swap Index + 1.00%) 5.71% 2050 (put 2025)2 | $6,275 | $6,435 |
Housing Dev. Auth., Rev. Bonds, Series 2016-A, 4.00% 2046 | 985 | 1,042 |
Taxable G.O. Bonds, Series 2012-B, 4.85% 2022 | 2,305 | 2,422 |
398,587 | ||
New York 0.29% | ||
Dormitory Auth., State Personal Income Tax Rev. Bonds (General Purpose), Series 2019-D, 4.00% 2047 | 15,000 | 16,888 |
Mortgage Agcy., Homeowner Mortgage Rev. Bonds, Series 52, AMT, 3.50% 2030 | 1,770 | 1,835 |
New York City G.O. Bonds, Fiscal 2020, Series 2019-B-1, 4.00% 2040 | 5,000 | 5,716 |
New York City G.O. Bonds, Fiscal 2020, Series 2020-D-1, 4.00% 2050 | 59,475 | 66,541 |
New York City Municipal Water Fin. Auth., Water and Sewer System Second General Resolution Rev. Bonds, Fiscal 2020, Series 2019-CC-1, 4.00% 2049 | 10,000 | 11,279 |
New York City Municipal Water Fin. Auth., Water and Sewer System Second General Resolution Rev. Bonds, Fiscal 2020, Series 2020-EE, 4.00% 2042 | 32,240 | 37,041 |
Urban Dev. Corp., State Personal Income Tax Rev. Bonds (General Purpose), Series 2019-A, 5.00% 2040 | 10,000 | 12,195 |
151,495 | ||
Texas 0.07% | ||
Grand Parkway Transportation Corp., Grand Parkway System Toll Rev. Ref. Bonds, Series 2020-B, 3.236% 2052 | 11,415 | 11,129 |
SA Energy Acquisition Public Fac. Corp., Gas Supply Rev. Bonds, Series 2007, 5.50% 2023 | 6,000 | 6,522 |
Water Dev. Board, State Water Implementation Rev. Fund, Rev. Bonds (Master Trust), Series 2019-A, 4.00% 2049 | 15,000 | 17,307 |
34,958 | ||
District of Columbia 0.04% | ||
Income Tax Secured Rev. Bonds, Series 2020-A, 4.00% 2045 | 17,980 | 20,792 |
Michigan 0.03% | ||
Fin. Auth., Local Government Loan Program Rev. Bonds (Detroit Fin. Recovery Income Tax Local Project Bonds), Series 2014-F-2, 4.60% 2022 | 3,860 | 3,883 |
Housing Dev. Auth., Single Family Mortgage Rev. Bonds, Series 2016-B, 3.50% 2047 | 13,270 | 13,852 |
17,735 | ||
New Jersey 0.02% | ||
Econ. Dev. Auth., School Facs. Construction Rev. Ref. Bonds, Series 2015-YY, 4.447% 2020 | 7,500 | 7,550 |
Econ. Dev. Auth., State Pension Funding Bonds, Series 1997-A, National insured, 7.425% 2029 | 4,400 | 5,255 |
12,805 | ||
Tennessee 0.02% | ||
Housing Dev. Agcy., Homeownership Program Bonds, Series 2015-A, 3.50% 2045 | 1,090 | 1,138 |
State of Tennessee, Housing Dev. Agcy., Residential Fin. Program Bonds, Series 2013-2-A, AMT, 4.00% 2043 | 655 | 679 |
Housing Dev. Agcy., Residential Fin. Program Bonds, Series 2015-1-A, AMT, 4.00% 2045 | 2,825 | 2,956 |
Housing Dev. Agcy., Residential Fin. Program Bonds, Series 2015-2-A, AMT, 4.00% 2046 | 3,505 | 3,681 |
8,454 | ||
Minnesota 0.01% | ||
Housing Fin. Agcy., Residential Housing Fin. Bonds, Series 2014-C, AMT, 4.00% 2045 | 4,250 | 4,461 |
Housing Fin. Agcy., Residential Housing Fin. Bonds, Series 2015-A, AMT, 4.00% 2041 | 545 | 568 |
Housing Fin. Agcy., Residential Housing Fin. Bonds, Series 2015-E, AMT, 3.50% 2046 | 2,665 | 2,765 |
7,794 |
Bonds, notes & other debt instruments (continued) Municipals (continued) South Carolina 0.01% | Principal amount (000) | Value (000) |
Housing Fin. and Dev. Auth., Mortgage Rev. Ref. Bonds, Series 2016-A, 4.00% 2036 | $790 | $837 |
State of South Carolina, Housing Fin. Auth., Mortgage Rev. Ref. Bonds, Series 2014, AMT, 4.00% 2041 | 3,405 | 3,553 |
4,390 | ||
Puerto Rico 0.01% | ||
Aqueduct and Sewer Auth., Rev. Bonds, Series 2012-B, 5.35% 2027 | 4,805 | 4,373 |
Ohio 0.01% | ||
Turnpike and Infrastructure Commission, Turnpike Rev. Ref. Bonds (Infrastructure Projects), Series 2020-A, 3.216% 2048 | 4,315 | 4,345 |
Nebraska 0.01% | ||
Investment Fin. Auth., Single Family Housing Rev. Bonds, Series 2015-C, 3.50% 2045 | 945 | 977 |
Investment Fin. Auth., Single Family Housing Rev. Bonds, Series 2016-A, 3.50% 2046 | 3,020 | 3,152 |
4,129 | ||
Wisconsin 0.01% | ||
Housing and Econ. Dev. Auth., Home Ownership Rev. Bonds, Series 2015-A, AMT, 4.00% 2045 | 1,595 | 1,667 |
Housing and Econ. Dev. Auth., Home Ownership Rev. Bonds, Series 2016-A, AMT, 3.50% 2046 | 2,230 | 2,316 |
3,983 | ||
Maine 0.01% | ||
Housing Auth., Mortgage Purchase Rev. Ref. Bonds, Series 2015-E-1, AMT, 3.50% 2035 | 3,520 | 3,638 |
Connecticut 0.01% | ||
Housing Fin. Auth., Housing Mortgage Fin. Program Rev. Ref. Bonds, Series 2015-C-1, 3.50% 2045 | 2,805 | 2,900 |
Maryland 0.00% | ||
Community Dev. Administration, Dept. of Housing and Community Dev., Residential Rev. Bonds, Series 2014-B, AMT, 3.25% 2044 | 2,320 | 2,379 |
Kentucky 0.00% | ||
Housing Corp., Housing Rev. Bonds, Series 2013-D, 3.50% 2033 | 1,120 | 1,161 |
Missouri 0.00% | ||
Housing Dev. Commission, Single Family Mortgage Rev. Bonds (Special Homeownership Loan Program), Series 2015-A, 3.75% 2038 | 1,015 | 1,054 |
Iowa 0.00% | ||
Fin. Auth., Single Family Mortgage Bonds, Series 2016-A, 4.00% 2046 | 935 | 978 |
Utah 0.00% | ||
Housing Corp., Single Family Mortgage Bonds, Class III, Series 2015-D-2, 4.00% 2045 | 835 | 881 |
Bonds, notes & other debt instruments (continued) Municipals (continued) California 0.00% | Principal amount (000) | Value (000) |
Dept. of Veterans Affairs, Veterans G.O. Rev. Ref. Bonds, Series 2015-CM, AMT, 2.45% 2031 | $670 | $676 |
Massachusetts 0.00% | ||
Housing Fin. Agcy., Single Family Housing Rev. Bonds, Series 178, 3.50% 2042 | 640 | 664 |
Wyoming 0.00% | ||
Community Dev. Auth., Housing Rev. Bonds, Series 2015-6, 4.00% 2045 | 620 | 647 |
Total municipals | 688,818 | |
Total bonds, notes & other debt instruments (cost: $47,693,840,000) | 49,050,663 | |
Preferred securities 0.01% Financials 0.01% | Shares | |
CoBank, ACB, Class E, noncumulative, preferred shares5 | 6,250 | 3,187 |
Total preferred securities (cost: $5,820,000) | 3,187 | |
Common stocks 0.01% Health care 0.01% | ||
Rotech Healthcare Inc.7,8,14,15 | 342,069 | 8,210 |
Total common stocks (cost: $12,646,000) | 8,210 | |
Short-term securities 13.65% Money market investments 13.65% | ||
Capital Group Central Cash Fund 1.00%16,17 | 71,882,387 | 7,191,114 |
Total short-term securities (cost: $7,190,612,000) | 7,191,114 | |
Total investment securities 106.78% (cost: $54,902,918,000) | 56,253,174 | |
Other assets less liabilities (6.78)% | (3,573,780) | |
Net assets 100.00% | $52,679,394 |
Contracts | Type | Number of contracts | Expiration | Notional amount18 (000) | Value at 3/31/202019 (000) | Unrealized (depreciation) appreciation at 3/31/2020 (000) |
30 Day Federal Funds Futures | Short | 5,617 | April 2020 | $(2,340,604) | $(2,338,907) | $(2,467) |
90 Day Euro Dollar Futures | Long | 6,938 | June 2020 | 1,734,500 | 1,725,394 | 1,156 |
90 Day Euro Dollar Futures | Long | 915 | September 2020 | 228,750 | 227,938 | (70) |
90 Day Euro Dollar Futures | Long | 408 | December 2020 | 102,000 | 101,653 | 49 |
90 Day Euro Dollar Futures | Long | 2,697 | March 2021 | 674,250 | 672,328 | 8,136 |
2 Year U.S. Treasury Note Futures | Long | 20,993 | July 2020 | 4,198,600 | 4,626,496 | 3,474 |
5 Year U.S. Treasury Note Futures | Long | 57,380 | July 2020 | 5,738,000 | 7,193,121 | 105,042 |
10 Year Euro-Bund Futures | Long | 184 | June 2020 | €18,400 | 35,008 | (349) |
10 Year U.S. Treasury Note Futures | Long | 21,159 | June 2020 | $2,115,900 | 2,934,489 | 26,178 |
Contracts | Type | Number of contracts | Expiration | Notional amount18 (000) | Value at 3/31/202019 (000) | Unrealized (depreciation) appreciation at 3/31/2020 (000) |
10 Year Ultra U.S. Treasury Note Futures | Short | 7,342 | June 2020 | $(734,200) | $(1,145,581) | $(8,460) |
20 Year U.S. Treasury Bond Futures | Long | 7,161 | June 2020 | 716,100 | 1,282,267 | 68,591 |
30 Year Euro-Buxl Futures | Long | 278 | June 2020 | €27,800 | 64,357 | (2,153) |
30 Year Ultra U.S. Treasury Bond Futures | Long | 3,991 | June 2020 | $399,100 | 885,503 | 17,001 |
$216,128 |
Contract amount | Counterparty | Settlement date | Unrealized appreciation (depreciation) at 3/31/2020 (000) | |
Purchases (000) | Sales (000) | |||
USD64,812 | MXN1,213,016 | Citibank | 4/3/2020 | $13,713 |
USD22,781 | THB720,000 | HSBC Bank | 4/3/2020 | 842 |
USD19,185 | SGD26,700 | Bank of New York Mellon | 4/3/2020 | 399 |
USD4,096 | CAD5,432 | UBS AG | 4/3/2020 | 236 |
USD11,495 | SEK112,000 | Standard Chartered Bank | 4/3/2020 | 172 |
USD639 | GBP490 | Barclays Bank PLC | 4/3/2020 | 30 |
THB720,000 | USD21,970 | JPMorgan Chase | 4/3/2020 | (31) |
GBP2,060 | USD2,685 | Barclays Bank PLC | 4/3/2020 | (126) |
MXN198,000 | USD8,706 | Citibank | 4/3/2020 | (365) |
USD19,499 | JPY2,137,809 | JPMorgan Chase | 4/3/2020 | (385) |
MXN340,200 | USD15,270 | Goldman Sachs | 4/3/2020 | (939) |
USD2,160 | MXN41,200 | Bank of America | 4/6/2020 | 425 |
KRW86,578,943 | USD73,080 | JPMorgan Chase | 4/6/2020 | (1,947) |
USD24,360 | GBP18,830 | Bank of New York Mellon | 4/7/2020 | 969 |
USD14,562 | EUR13,376 | HSBC Bank | 4/7/2020 | (193) |
USD48,886 | EUR44,976 | Standard Chartered Bank | 4/8/2020 | (730) |
USD3,407 | INR245,150 | JPMorgan Chase | 4/9/2020 | 171 |
JPY41,100,000 | USD390,968 | UBS AG | 4/13/2020 | (8,513) |
EUR205 | USD229 | Standard Chartered Bank | 4/16/2020 | (2) |
USD14,809 | EUR13,300 | Citibank | 4/17/2020 | 131 |
KRW223,000,000 | USD183,233 | Standard Chartered Bank | 4/17/2020 | 52 |
EUR15,600 | USD17,475 | Morgan Stanley | 4/17/2020 | (258) |
EUR66,325 | USD73,975 | Goldman Sachs | 4/17/2020 | (778) |
AUD23,900 | USD15,806 | Morgan Stanley | 4/17/2020 | (1,104) |
USD21,806 | MXN504,000 | Goldman Sachs | 4/20/2020 | 630 |
GBP12,175 | USD14,753 | Bank of America | 4/20/2020 | 376 |
MXN205,800 | USD8,513 | Goldman Sachs | 4/20/2020 | 133 |
MXN200,150 | USD8,305 | Morgan Stanley | 4/20/2020 | 105 |
USD5,126 | EUR4,656 | Bank of America | 4/20/2020 | (13) |
USD11,575 | GBP9,340 | Morgan Stanley | 4/20/2020 | (31) |
USD14,381 | GBP11,600 | Morgan Stanley | 4/20/2020 | (33) |
JPY3,381,918 | USD31,568 | HSBC Bank | 4/20/2020 | (84) |
USD14,280 | GBP11,700 | Morgan Stanley | 4/20/2020 | (259) |
USD13,205 | GBP11,105 | HSBC Bank | 4/20/2020 | (594) |
USD64,301 | INR4,797,850 | JPMorgan Chase | 4/21/2020 | 1,047 |
USD20,351 | BRL95,270 | Goldman Sachs | 4/22/2020 | 2,044 |
USD27,129 | KRW32,275,000 | Citibank | 4/22/2020 | 597 |
Contract amount | Counterparty | Settlement date | Unrealized appreciation (depreciation) at 3/31/2020 (000) | |
Purchases (000) | Sales (000) | |||
USD1,786 | EUR1,600 | Citibank | 4/22/2020 | $20 |
EUR2,600 | USD2,904 | Goldman Sachs | 4/22/2020 | (34) |
BRL14,200 | USD2,781 | Goldman Sachs | 4/22/2020 | (53) |
COP80,099,000 | USD20,928 | Goldman Sachs | 4/22/2020 | (1,240) |
USD403 | INR30,700 | JPMorgan Chase | 4/24/2020 | (1) |
CAD20,700 | USD14,353 | Citibank | 4/27/2020 | 361 |
CAD12,400 | USD8,557 | HSBC Bank | 4/27/2020 | 257 |
CAD5,432 | USD3,743 | JPMorgan Chase | 4/27/2020 | 118 |
EUR2,910 | USD3,159 | JPMorgan Chase | 4/27/2020 | 54 |
USD1,782 | EUR1,650 | Bank of New York Mellon | 4/27/2020 | (39) |
USD14,290 | EUR13,200 | Bank of New York Mellon | 4/27/2020 | (284) |
USD28,435 | MXN691,600 | HSBC Bank | 4/27/2020 | (597) |
AUD17,424 | USD10,192 | Goldman Sachs | 4/28/2020 | 528 |
USD3,673 | INR277,800 | Citibank | 4/28/2020 | 13 |
EUR19,000 | MXN500,000 | Citibank | 4/28/2020 | (7) |
USD4,280 | EUR3,960 | Bank of New York Mellon | 4/28/2020 | (93) |
USD43,765 | JPY4,863,581 | JPMorgan Chase | 4/28/2020 | (1,535) |
USD6,733 | EUR6,221 | Bank of New York Mellon | 4/29/2020 | (136) |
CHF27,600 | USD28,222 | Morgan Stanley | 5/6/2020 | 508 |
EUR1,270 | USD1,375 | Bank of America | 5/6/2020 | 27 |
USD79,320 | EUR73,250 | Bank of America | 5/6/2020 | (1,585) |
$1,969 |
Receive | Pay | Expiration date | Notional (000) | Value at 3/31/2020 (000) | Upfront payments/ receipts (000) | Unrealized appreciation (depreciation) at 3/31/2020 (000) |
1.538% | U.S. EFFR | 4/29/2020 | $14,519,330 | $16,384 | $— | $16,384 |
1.135% | U.S. EFFR | 4/29/2020 | 9,811,500 | 7,997 | — | 7,997 |
1.5435% | U.S. EFFR | 4/29/2020 | 5,736,810 | 6,498 | — | 6,498 |
1.119% | U.S. EFFR | 4/29/2020 | 7,002,400 | 5,620 | — | 5,620 |
1.535% | U.S. EFFR | 4/29/2020 | 3,893,918 | 4,385 | — | 4,385 |
2.898% | 3-month USD-LIBOR | 8/3/2020 | 155,000 | 860 | — | 860 |
3-month USD-LIBOR | 2.806% | 8/29/2020 | 194,600 | (1,354) | — | (1,354) |
1.454% | U.S. EFFR | 12/10/2020 | 834,600 | 5,907 | — | 5,907 |
1.4555% | U.S. EFFR | 12/10/2020 | 705,400 | 5,000 | — | 5,000 |
1.309% | U.S. EFFR | 12/16/2020 | 3,252,475 | 10,181 | — | 10,181 |
1.33075% | U.S. EFFR | 12/16/2020 | 2,156,325 | 6,868 | — | 6,868 |
1.491% | U.S. EFFR | 12/16/2020 | 770,100 | 5,917 | — | 5,917 |
1.487% | U.S. EFFR | 12/16/2020 | 759,900 | 5,817 | — | 5,817 |
1.4995% | U.S. EFFR | 12/20/2020 | 1,540,000 | 12,348 | — | 12,348 |
EONIA | (0.558)% | 2/3/2021 | €2,763,600 | 12 | — | 12 |
EONIA | (0.545)% | 2/3/2021 | 2,763,600 | (42) | — | (42) |
EONIA | (0.5315)% | 2/3/2021 | 2,763,600 | (98) | — | (98) |
EONIA | (0.531)% | 2/3/2021 | 2,763,600 | (100) | — | (100) |
EONIA | (0.5145)% | 2/3/2021 | 5,527,200 | (338) | — | (338) |
1.426% | U.S. EFFR | 2/11/2021 | $800,000 | 8,643 | — | 8,643 |
Receive | Pay | Expiration date | Notional (000) | Value at 3/31/2020 (000) | Upfront payments/ receipts (000) | Unrealized appreciation (depreciation) at 3/31/2020 (000) |
1.424% | U.S. EFFR | 2/11/2021 | $800,000 | $8,629 | $— | $8,629 |
2.1125% | U.S. EFFR | 3/28/2021 | 382,000 | 7,833 | — | 7,833 |
3-month USD-LIBOR | 2.367% | 3/28/2021 | 1,386,800 | (24,205) | — | (24,205) |
2.19875% | U.S. EFFR | 5/7/2021 | 367,600 | 8,118 | — | 8,118 |
3-month USD-LIBOR | 2.312% | 5/23/2021 | 318,000 | (6,195) | — | (6,195) |
1.355% | U.S. EFFR | 10/24/2021 | 128,500 | 2,181 | — | 2,181 |
1.305% | U.S. EFFR | 10/25/2021 | 343,900 | 5,569 | — | 5,569 |
1.3065% | U.S. EFFR | 10/25/2021 | 315,500 | 5,117 | — | 5,117 |
1.39% | U.S. EFFR | 10/31/2021 | 700,800 | 12,456 | — | 12,456 |
1.3615% | U.S. EFFR | 11/1/2021 | 2,832,100 | 49,339 | — | 49,339 |
1.281% | U.S. EFFR | 11/4/2021 | 1,675,800 | 27,251 | — | 27,251 |
1.4025% | U.S. EFFR | 11/7/2021 | 351,000 | 6,454 | — | 6,454 |
8.54% | 28-day MXN-TIIE | 1/6/2022 | MXN884,158 | 1,794 | — | 1,794 |
8.44% | 28-day MXN-TIIE | 1/7/2022 | 995,842 | 1,952 | — | 1,952 |
1.402% | U.S. EFFR | 1/14/2022 | $472,390 | 10,397 | — | 10,397 |
1.403% | U.S. EFFR | 1/14/2022 | 446,610 | 9,838 | — | 9,838 |
0.681% | 6-month GBP-LIBOR | 1/30/2022 | £178,100 | 700 | — | 700 |
0.676% | 6-month GBP-LIBOR | 1/30/2022 | 180,800 | 690 | — | 690 |
0.71% | 6-month GBP-LIBOR | 2/18/2022 | 180,800 | 806 | — | 806 |
1.082% | U.S. EFFR | 2/26/2022 | $228,400 | 4,277 | — | 4,277 |
1.074% | U.S. EFFR | 2/26/2022 | 227,700 | 4,229 | — | 4,229 |
1.0405% | U.S. EFFR | 2/27/2022 | 434,265 | 7,799 | — | 7,799 |
1.07625% | U.S. EFFR | 2/27/2022 | 225,440 | 4,205 | — | 4,205 |
3-month USD-LIBOR | 1.23% | 2/27/2022 | 225,880 | (3,205) | — | (3,205) |
3-month USD-LIBOR | 1.262% | 2/27/2022 | 225,880 | (3,343) | — | (3,343) |
3-month USD-LIBOR | 1.233% | 2/28/2022 | 232,750 | (3,332) | — | (3,332) |
3-month USD-LIBOR | 1.1225% | 3/2/2022 | 724,200 | (8,919) | — | (8,919) |
0.5585% | 3-month USD-LIBOR | 3/19/2022 | 380,000 | 1,036 | — | 1,036 |
0.648% | 3-month USD-LIBOR | 3/23/2022 | 188,440 | 795 | — | 795 |
0.54% | 3-month USD-LIBOR | 3/27/2022 | 757,200 | 1,499 | — | 1,499 |
0.5385% | 3-month USD-LIBOR | 3/27/2022 | 380,000 | 741 | — | 741 |
U.S. EFFR | 0.0965% | 3/30/2022 | 215,745 | (43) | — | (43) |
U.S. EFFR | 0.091% | 3/31/2022 | 159,800 | (14) | — | (14) |
U.S. EFFR | 0.092% | 3/31/2022 | 159,800 | (17) | — | (17) |
U.S. EFFR | 0.095% | 3/31/2022 | 159,800 | (27) | — | (27) |
2.197% | U.S. EFFR | 4/18/2022 | 369,200 | 15,808 | — | 15,808 |
3-month USD-LIBOR | 2.321% | 5/2/2022 | 469,700 | (18,141) | — | (18,141) |
6.99% | 28-day MXN-TIIE | 6/17/2022 | MXN655,000 | 718 | — | 718 |
1.8475% | 3-month USD-LIBOR | 7/11/2022 | $210,200 | 6,667 | — | 6,667 |
2.5775% | U.S. EFFR | 7/16/2022 | 1,001,820 | 25,016 | — | 25,016 |
3-month USD-LIBOR | 1.948% | 7/28/2022 | 630,000 | (21,803) | — | (21,803) |
2.80% | 3-month USD-LIBOR | 9/2/2022 | 785,000 | 38,825 | — | 38,825 |
2.009% | 3-month USD-LIBOR | 10/4/2022 | 272,000 | 10,658 | — | 10,658 |
2.1045% | 3-month USD-LIBOR | 10/31/2022 | 110,000 | 4,690 | — | 4,690 |
3-month USD-LIBOR | 2.7454% | 3/8/2023 | 417,000 | (28,538) | — | (28,538) |
3-month USD-LIBOR | 2.733% | 3/8/2023 | 775,000 | (52,757) | — | (52,757) |
3-month USD-LIBOR | 2.9415% | 5/14/2023 | 22,700 | (1,762) | — | (1,762) |
2.5815% | U.S. EFFR | 5/25/2023 | 459,000 | 34,787 | — | 34,787 |
1.615% | 3-month USD-LIBOR | 8/18/2023 | 270,000 | 6,604 | — | 6,604 |
U.S. EFFR | 2.4435% | 12/20/2023 | 62,076 | (5,178) | — | (5,178) |
Receive | Pay | Expiration date | Notional (000) | Value at 3/31/2020 (000) | Upfront payments/ receipts (000) | Unrealized appreciation (depreciation) at 3/31/2020 (000) |
U.S. EFFR | 2.45375% | 12/20/2023 | $556,063 | $(46,598) | $— | $(46,598) |
U.S. EFFR | 2.4325% | 12/21/2023 | 138,000 | (11,471) | — | (11,471) |
2.21875% | U.S. EFFR | 3/14/2024 | 349,000 | 28,523 | — | 28,523 |
2.314% | 3-month USD-LIBOR | 5/9/2024 | 571,400 | 42,660 | — | 42,660 |
3-month USD-LIBOR | 2.293% | 5/10/2024 | 73,450 | (5,424) | — | (5,424) |
7.79% | 28-day MXN-TIIE | 5/31/2024 | MXN1,150,000 | 2,998 | — | 2,998 |
2.768% | 3-month USD-LIBOR | 1/29/2025 | $230,000 | 9,754 | — | 9,754 |
6-month JPY-LIBOR | 0.5327% | 3/4/2025 | ¥6,100,000 | (1,651) | — | (1,651) |
2.524% | 3-month USD-LIBOR | 4/14/2025 | $123,000 | 12,274 | — | 12,274 |
3-month USD-LIBOR | 1.867% | 7/11/2025 | 297,400 | (11,199) | — | (11,199) |
2.354% | 3-month USD-LIBOR | 9/25/2025 | 420,000 | 38,582 | — | 38,582 |
6-month JPY-LIBOR | 0.46995% | 11/17/2025 | ¥6,250,000 | (1,702) | — | (1,702) |
6-month JPY-LIBOR | 0.3822% | 1/15/2026 | 5,100,000 | (1,181) | — | (1,181) |
6-month JPY-LIBOR | 0.228% | 2/8/2026 | 8,500,000 | (1,274) | — | (1,274) |
6-month JPY-LIBOR | 0.20125% | 2/18/2026 | 8,240,000 | (1,121) | — | (1,121) |
0.1223% | 6-month JPY-LIBOR | 5/11/2026 | 2,000,000 | 190 | — | 190 |
0.1173% | 6-month JPY-LIBOR | 5/13/2026 | 1,000,000 | 92 | — | 92 |
0.10855% | 6-month JPY-LIBOR | 5/16/2026 | 2,000,000 | 175 | — | 175 |
0.0188% | 6-month JPY-LIBOR | 6/16/2026 | 1,000,000 | 36 | — | 36 |
(0.00395)% | 6-month JPY-LIBOR | 6/17/2026 | 2,000,000 | 45 | — | 45 |
28-day MXN-TIIE | 8.07% | 1/1/2027 | MXN910,000 | (3,038) | — | (3,038) |
0.22855% | 6-month JPY-LIBOR | 1/12/2027 | ¥7,700,000 | 1,293 | — | 1,293 |
28-day MXN-TIIE | 8.135% | 1/14/2027 | MXN515,000 | (1,797) | — | (1,797) |
1.229% | 3-month USD-LIBOR | 2/26/2027 | $315,700 | 13,379 | — | 13,379 |
28-day MXN-TIIE | 7.47% | 4/5/2027 | MXN290,000 | (539) | — | (539) |
28-day MXN-TIIE | 7.625% | 5/20/2027 | 410,000 | (918) | — | (918) |
28-day MXN-TIIE | 7.865% | 12/8/2027 | 189,000 | (535) | — | (535) |
3-month USD-LIBOR | 2.446% | 1/8/2028 | $42,000 | (5,825) | — | (5,825) |
2.908% | 3-month USD-LIBOR | 2/1/2028 | 88,900 | 9,386 | — | 9,386 |
2.91% | 3-month USD-LIBOR | 2/1/2028 | 88,800 | 9,384 | — | 9,384 |
2.925% | 3-month USD-LIBOR | 2/1/2028 | 71,100 | 7,566 | — | 7,566 |
2.92% | 3-month USD-LIBOR | 2/2/2028 | 67,200 | 7,134 | — | 7,134 |
3-month USD-LIBOR | 2.891% | 3/9/2028 | 45,000 | (7,963) | — | (7,963) |
U.S. EFFR | 2.471% | 3/27/2028 | 190,100 | (31,612) | — | (31,612) |
U.S. EFFR | 2.4575% | 3/29/2028 | 224,497 | (37,110) | — | (37,110) |
U.S. EFFR | 2.424% | 3/30/2028 | 189,960 | (30,900) | — | (30,900) |
2.919% | 3-month USD-LIBOR | 7/16/2028 | 89,800 | 16,598 | — | 16,598 |
6-month GBP-LIBOR | 1.6567% | 9/28/2028 | £53,200 | (5,943) | — | (5,943) |
3-month USD-LIBOR | 2.724% | 2/5/2029 | $301,173 | (53,560) | — | (53,560) |
3-month USD-LIBOR | 2.7435% | 2/6/2029 | 301,183 | (54,087) | — | (54,087) |
3-month USD-LIBOR | 2.4775% | 4/4/2029 | 24,000 | (3,813) | — | (3,813) |
3-month USD-LIBOR | 2.493% | 4/8/2029 | 27,500 | (4,412) | — | (4,412) |
3-month USD-LIBOR | 2.566% | 4/24/2029 | 45,000 | (7,533) | — | (7,533) |
3-month USD-LIBOR | 2.5525% | 4/25/2029 | 36,400 | (6,050) | — | (6,050) |
3-month USD-LIBOR | 1.995% | 7/19/2029 | 27,500 | (3,259) | — | (3,259) |
3-month USD-LIBOR | 1.62105% | 8/7/2029 | 169,000 | (14,267) | — | (14,267) |
1.63521% | 3-month USD-LIBOR | 8/8/2029 | 77,090 | 6,609 | — | 6,609 |
U.S. EFFR | 1.485% | 10/23/2029 | 73,400 | (6,953) | — | (6,953) |
U.S. EFFR | 1.453% | 10/24/2029 | 85,100 | (7,804) | — | (7,804) |
1.419% | U.S. EFFR | 11/26/2029 | 310,000 | 27,714 | — | 27,714 |
Receive | Pay | Expiration date | Notional (000) | Value at 3/31/2020 (000) | Upfront payments/ receipts (000) | Unrealized appreciation (depreciation) at 3/31/2020 (000) |
3-month USD-LIBOR | 2.679% | 4/14/2030 | $65,500 | $(12,586) | $— | $(12,586) |
3-month USD-LIBOR | 3.005% | 9/2/2030 | 160,300 | (35,818) | — | (35,818) |
3-month USD-LIBOR | 2.514% | 9/25/2030 | 223,000 | (38,969) | — | (38,969) |
3-month USD-LIBOR | 1.87% | 8/18/2031 | 57,000 | (5,971) | — | (5,971) |
3-month USD-LIBOR | 2.8672% | 1/29/2033 | 50,700 | (9,677) | — | (9,677) |
2.523% | 3-month USD-LIBOR | 12/8/2035 | 5,000 | 1,286 | — | 1,286 |
2.432% | 3-month USD-LIBOR | 9/21/2037 | 2,000 | 532 | — | 532 |
3-month USD-LIBOR | 2.986% | 2/1/2038 | 43,100 | (7,885) | — | (7,885) |
3-month USD-LIBOR | 2.963% | 2/1/2038 | 53,100 | (9,601) | — | (9,601) |
3-month USD-LIBOR | 2.9625% | 2/1/2038 | 53,300 | (9,635) | — | (9,635) |
3-month USD-LIBOR | 2.967% | 2/2/2038 | 41,500 | (7,519) | — | (7,519) |
2.987% | 3-month USD-LIBOR | 2/7/2038 | 37,000 | 13,491 | — | 13,491 |
3.193% | 3-month USD-LIBOR | 5/21/2038 | 45,000 | 18,242 | — | 18,242 |
3.062% | 3-month USD-LIBOR | 7/31/2038 | 23,500 | 9,081 | — | 9,081 |
2.835% | 3-month USD-LIBOR | 1/10/2039 | 21,500 | 7,610 | — | 7,610 |
6-month GBP-LIBOR | 1.5872% | 2/5/2039 | £4,250 | (903) | — | (903) |
6-month GBP-LIBOR | 1.5877% | 2/5/2039 | 7,300 | (1,551) | — | (1,551) |
2.874% | 3-month USD-LIBOR | 2/6/2039 | $13,900 | 5,031 | — | 5,031 |
2.7055% | 3-month USD-LIBOR | 4/17/2039 | 41,900 | 14,029 | — | 14,029 |
3-month USD-LIBOR | 2.6785% | 9/4/2045 | 45,000 | (19,113) | — | (19,113) |
3-month USD-LIBOR | 2.525% | 10/20/2045 | 28,000 | (10,906) | — | (10,906) |
3-month USD-LIBOR | 2.516% | 10/20/2045 | 42,000 | (16,269) | — | (16,269) |
3-month USD-LIBOR | 2.5315% | 10/26/2045 | 40,000 | (15,648) | — | (15,648) |
3-month USD-LIBOR | 2.57082% | 11/6/2045 | 123,000 | (49,304) | — | (49,304) |
3-month USD-LIBOR | 2.57067% | 11/9/2045 | 13,200 | (5,292) | — | (5,292) |
3-month USD-LIBOR | 2.6485% | 11/16/2045 | 13,050 | (5,477) | — | (5,477) |
3-month USD-LIBOR | 2.59125% | 12/16/2045 | 45,000 | (18,407) | — | (18,407) |
3-month USD-LIBOR | 2.4095% | 1/14/2046 | 15,000 | (5,473) | — | (5,473) |
2.5095% | 3-month USD-LIBOR | 7/24/2047 | 3,000 | 1,222 | — | 1,222 |
2.9075% | 3-month USD-LIBOR | 4/16/2048 | 7,000 | 3,635 | — | 3,635 |
3-month USD-LIBOR | 2.381% | 5/31/2049 | 14,500 | (5,738) | — | (5,738) |
3-month USD-LIBOR | 1.934% | 12/12/2049 | 32,700 | (9,219) | — | (9,219) |
3-month USD-LIBOR | 1.935% | 12/17/2049 | 41,790 | (11,795) | — | (11,795) |
3-month USD-LIBOR | 2.007% | 12/19/2049 | 26,200 | (7,899) | — | (7,899) |
3-month USD-LIBOR | 2.068% | 12/24/2049 | 54,390 | (17,290) | — | (17,290) |
3-month USD-LIBOR | 2.045% | 12/27/2049 | 33,000 | (10,284) | — | (10,284) |
3-month USD-LIBOR | 2.0375% | 1/6/2050 | 48,000 | (14,843) | — | (14,843) |
3-month USD-LIBOR | 1.961% | 1/9/2050 | 72,600 | (20,940) | — | (20,940) |
3-month USD-LIBOR | 1.678% | 2/21/2050 | 64,910 | (13,743) | — | (13,743) |
$— | $(208,239) |
Receive | Pay/ Payment frequency | Expiration date | Notional (000) | Value at 3/31/2020 (000) | Upfront payments (000) | Unrealized appreciation (depreciation) at 3/31/2020 (000) |
CDX.NA.HY.25 | 5.00%/Quarterly | 6/20/2025 | $308,259 | $19,790 | $16,214 | $3,576 |
CDX.NA.IG.34 | 1.00%/Quarterly | 6/20/2025 | 1,574,885 | 10,482 | 23,919 | (13,437) |
$40,133 | $(9,861) |
Beginning shares | Additions | Reductions | Ending shares | Net realized gain (000) | Net unrealized depreciation (000) | Dividend income (000) | Value of affiliates at 3/31/2020 (000) | |
Short-term securities 13.65% | ||||||||
Money market investments 13.65% | ||||||||
Capital Group Central Cash Fund 1.00%16 | 28,748,660 | 98,393,359 | 55,259,632 | 71,882,387 | $3,672 | $(2,100) | $15,612 | $7,191,114 |
1 | All or a portion of this security was pledged as collateral. The total value of pledged collateral was $444,946,000, which represented .84% of the net assets of the fund. |
2 | Coupon rate may change periodically. Reference rate and spread are as of the most recent information available. Some coupon rates are determined by the issuer or agent based on current market conditions; therefore, the reference rate and spread are not available. |
3 | Amount less than one thousand. |
4 | Index-linked bond whose principal amount moves with a government price index. |
5 | Acquired in a transaction exempt from registration under Rule 144A of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $5,615,889,000, which represented 10.66% of the net assets of the fund. |
6 | Step bond; coupon rate may change at a later date. |
7 | Valued under fair value procedures adopted by authority of the board of trustees. The total value of all such securities was $17,001,000, which represented .03% of the net assets of the fund. |
8 | Value determined using significant unobservable inputs. |
9 | Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $15,445,000, which represented .03% of the net assets of the fund. |
10 | Payment in kind; the issuer has the option of paying additional securities in lieu of cash. Most recent payment was 100% cash unless otherwise noted. |
11 | Scheduled interest and/or principal payment was not received. |
12 | Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date. |
13 | Purchased on a TBA basis. |
14 | Security did not produce income during the last 12 months. |
15 | Acquired through a private placement transaction exempt from registration under the Securities Act of 1933. May be subject to legal or contractual restrictions on resale. Further details on this holding appear below. |
16 | Rate represents the seven-day yield at 3/31/2020. |
17 | Represents an affiliated company as defined under the Investment Company Act of 1940. |
18 | Notional amount is calculated based on the number of contracts and notional contract size. |
19 | Value is calculated based on the notional amount and current market price. |
Private placement security | Acquisition date | Cost (000) | Value (000) | Percent of net assets |
Rotech Healthcare Inc. | 9/26/2013 | $12,646 | $8,210 | .02% |
Fixed-income class | Examples of standard inputs |
All | Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as “standard inputs”) |
Corporate bonds & notes; convertible securities | Standard inputs and underlying equity of the issuer |
Bonds & notes of governments & government agencies | Standard inputs and interest rate volatilities |
Mortgage-backed; asset-backed obligations | Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information |
Municipal securities | Standard inputs and, for certain distressed securities, cash flows or liquidation values using a net present value calculation based on inputs that include, but are not limited to, financial statements and debt contracts |
Investment securities | ||||
Level 1 | Level 2 | Level 3 | Total | |
Assets: | ||||
Bonds, notes & other debt instruments: | ||||
U.S. Treasury bonds & notes | $— | $16,025,627 | $— | $16,025,627 |
Corporate bonds & notes | — | 15,869,637 | 6,135 | 15,875,772 |
Mortgage-backed obligations | — | 14,323,269 | — | 14,323,269 |
Asset-backed obligations | — | 1,343,270 | — | 1,343,270 |
Bonds & notes of governments & government agencies outside the U.S. | — | 793,907 | — | 793,907 |
Municipals | — | 688,818 | — | 688,818 |
Preferred securities | — | 3,187 | — | 3,187 |
Common stocks | — | — | 8,210 | 8,210 |
Short-term securities | 7,191,114 | — | — | 7,191,114 |
Total | $7,191,114 | $49,047,715 | $14,345 | $56,253,174 |
Other investments* | ||||
Level 1 | Level 2 | Level 3 | Total | |
Assets: | ||||
Unrealized appreciation on futures contracts | $229,627 | $— | $— | $229,627 |
Unrealized appreciation on open forward currency contracts | — | 23,958 | — | 23,958 |
Unrealized appreciation on interest rate swaps | — | 738,466 | — | 738,466 |
Unrealized appreciation on credit default swaps | — | 3,576 | — | 3,576 |
Liabilities: | ||||
Unrealized depreciation on futures contracts | (13,499) | — | — | (13,499) |
Unrealized depreciation on open forward currency contracts | — | (21,989) | — | (21,989) |
Unrealized depreciation on interest rate swaps | — | (946,705) | — | (946,705) |
Unrealized depreciation on credit default swaps | — | (13,437) | — | (13,437) |
Total | $216,128 | $(216,131) | $— | $(3) |
* | Futures contracts, forward currency contracts, interest rate swaps and credit default swaps are not included in the investment portfolio. |
Key to abbreviations and symbols | |
Agcy. = Agency | GBP/£ = British pounds |
AMT = Alternative Minimum Tax | ICE = Intercontinental Exchange, Inc. |
AUD = Australian dollars | INR = Indian rupees |
Auth. = Authority | JPY/¥ = Japanese yen |
BRL = Brazilian reais | KRW = South Korean won |
CAD = Canadian dollars | LIBOR = London Interbank Offered Rate |
CHF = Swiss francs | MXN = Mexican pesos |
CLO = Collateralized Loan Obligations | Ref. = Refunding |
COP = Colombian pesos | Rev. = Revenue |
Dept. = Department | SEK = Swedish kronor |
Dev. = Development | SGD = Singapore dollars |
Econ. = Economic | SIFMA = Securities Industry and Financial Markets Association |
EFFR = Effective Federal Funds Rate | SOFR = Secured Overnight Financing Rate |
EONIA = Euro Overnight Index Average | TBA = To-be-announced |
EUR/€ = Euros | THB = Thai baht |
Fac. = Facility | TIIE = Equilibrium Interbank Interest Rate |
Facs. = Facilities | USD/$ = U.S. dollars |
Fin. = Finance | UYU = Uruguayan pesos |
G.O. = General Obligation |
MFGEFPX-008-0520O-S73157 | The Bond Fund of America — Page 59 of 59 |