PRINCIPAL
DESCRIPTION
REFERENCE
RATE
&
SPREAD
RATE
MATURITY
DATE
VALUE
(000)
$
4,225,000
HCA,
Inc
5.625
%
09/01/28
$
4,120
6,200,000
HCA,
Inc
3.625
03/15/32
5,139
4,300,000
HCA,
Inc
5.500
06/15/47
3,670
5,350,000
HCA,
Inc
4.625
03/15/52
4,017
3,500,000
(d)
Hologic,
Inc
3.250
02/15/29
2,956
6,125,000
Humana,
Inc
2.150
02/03/32
4,628
2,700,000
Humana,
Inc
5.875
03/01/33
2,684
GBP
500,000
McKesson
Corp
3.125
02/17/29
537
2,925,000
McKesson
Corp
5.100
07/15/33
2,795
12,500,000
Mercy
Health
3.382
11/01/25
11,844
5,000,000
New
York
and
Presbyterian
Hospital
3.563
08/01/36
3,943
EUR
450,000
Stryker
Corp
2.625
11/30/30
433
375,000
Tenet
Healthcare
Corp
4.625
06/15/28
338
5,775,000
UnitedHealth
Group,
Inc
2.950
10/15/27
5,283
10,700,000
UnitedHealth
Group,
Inc
2.300
05/15/31
8,645
3,250,000
UnitedHealth
Group,
Inc
3.750
10/15/47
2,390
TOTAL
HEALTH
CARE
EQUIPMENT
&
SERVICES
145,089
HOUSEHOLD
&
PERSONAL
PRODUCTS
-
0.0%
EUR
750,000
(d)
Coty,
Inc
3.875
04/15/26
772
EUR
300,000
Procter
&
Gamble
Co
3.250
08/02/31
308
EUR
600,000
The
Procter
&
Gamble
Company
0.625
10/30/24
613
EUR
400,000
The
Procter
&
Gamble
Company
1.875
10/30/38
326
TOTAL
HOUSEHOLD
&
PERSONAL
PRODUCTS
2,019
INSURANCE
-
1.5%
825,000
(d)
Alliant
Holdings
Intermediate
LLC
4.250
10/15/27
739
6,800,000
(d)
Allianz
SE
6.350
09/06/53
6,565
4,925,000
Aon
Corp
2.800
05/15/30
4,099
3,900,000
Aon
Corp
5.350
02/28/33
3,739
8,306,000
Aon
Global
Ltd
3.500
06/14/24
8,153
5,250,000
AXIS
Specialty
Finance
LLC
4.900
01/15/40
4,217
16,000,000
Berkshire
Hathaway
Finance
Corp
2.850
10/15/50
9,955
1,400,000
Berkshire
Hathaway
Finance
Corp
3.850
03/15/52
1,044
EUR
500,000
Chubb
INA
Holdings,
Inc
1.550
03/15/28
474
EUR
450,000
Chubb
INA
Holdings,
Inc
1.400
06/15/31
385
1,500,000
CNA
Financial
Corp
3.950
05/15/24
1,480
1,825,000
(d)
Equitable
Financial
Life
Global
Funding
1.400
07/07/25
1,676
EUR
250,000
(d)
Fairfax
Financial
Holdings
Ltd
2.750
03/29/28
241
5,575,000
(d)
Five
Corners
Funding
Trust
4.419
11/15/23
5,560
7,325,000
(d)
Five
Corners
Funding
Trust
II
2.850
05/15/30
6,108
3,000,000
(d)
Hanwha
Life
Insurance
Co
Ltd
3.379
02/04/32
2,663
22,408,000
Hartford
Financial
Services
Group,
Inc
2.800
08/19/29
19,221
1,100,000
Hartford
Financial
Services
Group,
Inc
4.300
04/15/43
849
2,500,000
Hartford
Financial
Services
Group,
Inc
2.900
09/15/51
1,470
EUR
750,000
Liberty
Mutual
Group,
Inc
2.750
05/04/26
761
EUR
400,000
(d)
Liberty
Mutual
Group,
Inc
4.625
12/02/30
406
4,100,000
(d)
Liberty
Mutual
Group,
Inc
3.951
10/15/50
2,753
4,825,000
(d)
Liberty
Mutual
Group,
Inc
5.500
06/15/52
4,135
440,000
Marsh
&
McLennan
Cos,
Inc
3.500
03/10/25
426
7,000,000
MetLife,
Inc
3.600
04/10/24
6,915
1,250,000
MetLife,
Inc
3.600
11/13/25
1,202
1,750,000
MetLife,
Inc
5.000
07/15/52
1,510
11,820,000
MetLife,
Inc
3.850
N/A(f)
10,935
GBP
200,000
Metropolitan
Life
Global
Funding
I
4.125
09/02/25
237
8,200,000
(d)
Muenchener
Rueckversicherungs-Gesellschaft
AG.
in
Muenchen
5.875
05/23/42
7,897
11,875,000
PartnerRe
Finance
B
LLC
4.500
10/01/50
10,072
5,250,000
Principal
Financial
Group,
Inc
2.125
06/15/30
4,175
1,450,000
Prudential
Financial,
Inc
3.905
12/07/47
1,051
6,960,000
Prudential
Financial,
Inc
3.700
10/01/50
5,660
3,875,000
Prudential
Financial,
Inc
5.125
03/01/52
3,337
3,275,000
Reinsurance
Group
of
America,
Inc
3.900
05/15/29
2,934