Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (68.0%) | ||||||
U.S. Government Securities (65.4%) | ||||||
United States Treasury Note/Bond | 0.125% | 3/31/23 | 97,552 | 96,013 | ||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 176,205 | 175,792 | ||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 74,155 | 74,723 | ||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 1,187,699 | 1,169,141 | ||
United States Treasury Note/Bond | 0.125% | 4/30/23 | 132,435 | 130,055 | ||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 70,895 | 70,762 | ||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 20,990 | 21,203 | ||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 96,614 | 94,757 | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 152,704 | 152,465 | ||
United States Treasury Note/Bond | 0.125% | 5/31/23 | 133,730 | 130,972 | ||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 210,100 | 209,378 | ||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 213,123 | 215,188 | ||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 149,655 | 146,709 | ||
United States Treasury Note/Bond | 0.125% | 6/30/23 | 349,380 | 341,465 | ||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 130,000 | 129,025 | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 346,252 | 349,065 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 1,300,933 | 1,269,629 | ||
United States Treasury Note/Bond | 0.125% | 7/31/23 | 121,215 | 118,147 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 71,965 | 71,200 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 165,108 | 166,604 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 233,135 | 227,015 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 339,900 | 341,812 | ||
United States Treasury Note/Bond | 0.125% | 8/31/23 | 132,835 | 129,203 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 204,880 | 202,831 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 244,140 | 246,353 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 399,685 | 388,319 | ||
United States Treasury Note/Bond | 0.250% | 9/30/23 | 229,063 | 222,728 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 118,075 | 116,765 | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 356,729 | 360,631 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 320,725 | 310,853 | ||
United States Treasury Note/Bond | 0.375% | 10/31/23 | 9,570 | 9,304 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 10,000 | 9,916 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 154,185 | 155,799 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 413,762 | 417,188 | ||
United States Treasury Note/Bond | 0.500% | 11/30/23 | 40,148 | 39,025 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 774,550 | 773,340 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 117,469 | 118,680 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 356,545 | 343,899 | ||
United States Treasury Note/Bond | 0.750% | 12/31/23 | 65,395 | 63,699 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 53,392 | 53,376 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 167,648 | 168,670 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 0.125% | 1/15/24 | 496,850 | 478,141 | ||
United States Treasury Note/Bond | 0.875% | 1/31/24 | 61,562 | 59,994 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 214,680 | 214,412 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 142,885 | 143,354 | ||
United States Treasury Note/Bond | 0.125% | 2/15/24 | 531,940 | 510,829 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 339,077 | 341,673 | ||
United States Treasury Note/Bond | 1.500% | 2/29/24 | 69,513 | 68,502 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 303,995 | 302,903 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 238,373 | 238,596 | ||
United States Treasury Note/Bond | 0.250% | 3/15/24 | 272,005 | 261,295 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 2,156,075 | 2,146,979 | ||
United States Treasury Note/Bond | 0.375% | 4/15/24 | 209,790 | 201,497 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 95,635 | 94,888 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 316,585 | 315,744 | ||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 432,935 | 413,791 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 445,309 | 446,214 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 514,913 | 510,568 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 502,039 | 478,820 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 263,738 | 259,906 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 231,596 | 229,497 | ||
United States Treasury Note/Bond | 0.375% | 7/15/24 | 528,852 | 504,723 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 262,309 | 258,210 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 196,531 | 195,118 | ||
United States Treasury Note/Bond | 0.375% | 8/15/24 | 404,185 | 384,923 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 816,772 | 814,985 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 195,108 | 189,560 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 222,285 | 219,194 | ||
United States Treasury Note/Bond | 0.375% | 9/15/24 | 224,115 | 212,909 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 186,795 | 182,388 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 250,369 | 248,217 | ||
United States Treasury Note/Bond | 0.625% | 10/15/24 | 316,385 | 301,999 | ||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 327,844 | 319,802 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 230,860 | 229,453 | ||
United States Treasury Note/Bond | 0.750% | 11/15/24 | 631,725 | 603,791 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 516,923 | 513,692 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 199,822 | 194,639 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 204,565 | 202,519 | ||
United States Treasury Note/Bond | 1.000% | 12/15/24 | 369,578 | 355,141 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 250,895 | 245,877 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 222,194 | 220,666 | ||
United States Treasury Note/Bond | 1.125% | 1/15/25 | 430,360 | 414,490 | ||
United States Treasury Note/Bond | 1.375% | 1/31/25 | 188,815 | 183,003 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 398,608 | 398,483 | ||
United States Treasury Note/Bond | 1.500% | 2/15/25 | 252,210 | 245,195 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 280,130 | 276,191 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 140,914 | 135,453 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 124,840 | 125,659 | ||
United States Treasury Note/Bond | 1.750% | 3/15/25 | 386,885 | 378,664 | ||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 124,516 | 124,925 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 95,118 | 89,069 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 222,775 | 225,072 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 744,630 | 735,438 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 217,886 | 202,838 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 346,735 | 350,202 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 103,035 | 95,726 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 119,750 | 120,536 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 209,968 | 194,647 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 117,915 | 119,168 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 1,203,162 | 1,181,919 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 265,785 | 245,934 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 199,795 | 201,137 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 166,345 | 153,635 | ||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 173,516 | 176,173 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 196,995 | 181,605 | ||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 151,522 | 153,890 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 507,400 | 502,167 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 419,630 | 387,895 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 183,217 | 185,336 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 170,415 | 157,341 | ||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 222,585 | 223,315 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 310,895 | 286,461 | ||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 170,870 | 171,511 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 772,589 | 746,756 | ||
United States Treasury Note/Bond | 6.000% | 2/15/26 | 12,240 | 13,797 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 1,540,959 | 1,424,665 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 271,040 | 270,617 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 297,255 | 277,190 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 239,650 | 237,141 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 288,013 | 268,257 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 251,875 | 250,380 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 457,918 | 441,819 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 473,895 | 440,722 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 244,036 | 240,223 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 439,229 | 410,199 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 176,699 | 172,226 | ||
United States Treasury Note/Bond | 0.625% | 7/31/26 | 501,653 | 462,932 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 187,095 | 182,301 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 607,221 | 581,888 | ||
United States Treasury Note/Bond | 0.750% | 8/31/26 | 498,310 | 461,871 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 359,985 | 343,111 | ||
United States Treasury Note/Bond | 0.875% | 9/30/26 | 479,610 | 446,487 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 189,430 | 182,386 | ||
United States Treasury Note/Bond | 1.125% | 10/31/26 | 519,622 | 488,769 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 143,985 | 138,586 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 363,912 | 355,895 | ||
United States Treasury Note/Bond | 1.250% | 11/30/26 | 444,550 | 420,517 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 356,374 | 342,954 | ||
United States Treasury Note/Bond | 1.250% | 12/31/26 | 212,975 | 201,228 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 90,570 | 87,626 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 642,125 | 613,631 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 367,825 | 363,917 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 48,655 | 45,644 | ||
United States Treasury Note/Bond | 1.875% | 2/28/27 | 359,134 | 349,538 | ||
United States Treasury Note/Bond | 2.500% | 3/31/27 | 631,145 | 632,526 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 348,155 | 346,577 | ||
44,812,562 | ||||||
Agency Bonds and Notes (2.6%) | ||||||
1 | AID-Israel | 5.500% | 9/18/23 | 4,300 | 4,499 | |
1 | AID-Israel | 5.500% | 12/4/23 | 8,000 | 8,411 | |
1 | AID-Israel | 5.500% | 4/26/24 | 12,058 | 12,784 | |
1 | AID-Jordan | 3.000% | 6/30/25 | 4,675 | 4,724 | |
Federal Farm Credit Banks | 0.125% | 4/13/23 | 35,100 | 34,536 | ||
Federal Farm Credit Banks | 0.125% | 5/10/23 | 13,500 | 13,253 | ||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 4,600 | 4,589 | ||
Federal Farm Credit Banks | 0.500% | 12/1/23 | 25,000 | 24,287 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 4,250 | 4,338 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Federal Farm Credit Banks | 0.900% | 1/18/24 | 10,000 | 9,754 | ||
Federal Farm Credit Banks | 0.250% | 2/26/24 | 20,100 | 19,329 | ||
Federal Farm Credit Banks | 0.875% | 11/18/24 | 35,902 | 34,460 | ||
Federal Farm Credit Banks | 1.125% | 1/6/25 | 8,610 | 8,296 | ||
Federal Farm Credit Banks | 1.750% | 2/14/25 | 12,040 | 11,785 | ||
2 | Federal Farm Credit Banks | 2.510% | 4/1/25 | 7,200 | 7,194 | |
Federal Home Loan Banks | 0.125% | 6/2/23 | 2,730 | 2,674 | ||
Federal Home Loan Banks | 0.125% | 8/28/23 | 23,880 | 23,225 | ||
Federal Home Loan Banks | 0.500% | 11/9/23 | 10,600 | 10,312 | ||
Federal Home Loan Banks | 0.625% | 12/22/23 | 11,000 | 10,697 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 97,360 | 97,690 | ||
Federal Home Loan Banks | 2.125% | 2/28/24 | 18,725 | 18,656 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 20,000 | 20,205 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 9,990 | 9,779 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 100 | 107 | ||
Federal Home Loan Banks | 2.875% | 9/13/24 | 20,000 | 20,205 | ||
3 | Federal Home Loan Banks | 1.000% | 12/20/24 | 11,000 | 10,574 | |
Federal Home Loan Banks | 0.500% | 4/14/25 | 35,000 | 32,926 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 15,000 | 13,935 | ||
Federal Home Loan Banks | 1.250% | 12/21/26 | 6,300 | 5,934 | ||
4 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 133,930 | 132,043 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 25,000 | 24,623 | |
3,4 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 21,450 | 21,657 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 46,000 | 45,038 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 51,200 | 49,894 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 32,500 | 31,635 | |
4 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 60,100 | 58,209 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 43,100 | 41,767 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 32,100 | 31,049 | |
4 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 20,100 | 19,536 | |
3,4 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 55,050 | 51,289 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 60,000 | 55,696 | |
4 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 86,250 | 84,687 | |
4 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 56,050 | 54,792 | |
4 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 2,105 | 2,127 | |
4 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 51,170 | 49,522 | |
4 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 14,133 | 14,180 | |
4 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 15,722 | 15,495 | |
4 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 170,915 | 171,653 | |
4 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 50 | 49 | |
4 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 64,740 | 63,233 | |
4 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 35,700 | 33,700 | |
4 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 25,100 | 23,515 | |
4 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 45,100 | 41,934 | |
4 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 45,350 | 42,211 | |
4 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 33,500 | 32,949 | |
4 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 37,630 | 36,540 | |
3 | Private Export Funding Corp. | 3.550% | 1/15/24 | 3,500 | 3,555 | |
3 | Private Export Funding Corp. | 2.450% | 7/15/24 | 3,350 | 3,323 | |
3 | Private Export Funding Corp. | 1.750% | 11/15/24 | 2,130 | 2,074 | |
Tennessee Valley Authority | 2.875% | 9/15/24 | 7,875 | 7,931 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 7,050 | 6,665 | ||
3 | Tennessee Valley Authority | 6.750% | 11/1/25 | 6,830 | 7,773 | |
3 | Tennessee Valley Authority | 2.875% | 2/1/27 | 12,000 | 12,141 | |
1,751,643 | ||||||
Total U.S. Government and Agency Obligations (Cost $48,504,190) | 46,564,205 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Corporate Bonds (25.9%) | ||||||
Communications (1.3%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 7,639 | 7,774 | ||
Alphabet Inc. | 3.375% | 2/25/24 | 5,619 | 5,740 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 6,820 | 6,364 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 13,247 | 12,920 | ||
AT&T Inc. | 4.050% | 12/15/23 | 3,240 | 3,321 | ||
AT&T Inc. | 0.900% | 3/25/24 | 13,100 | 12,696 | ||
AT&T Inc. | 4.450% | 4/1/24 | 8,488 | 8,740 | ||
AT&T Inc. | 3.950% | 1/15/25 | 11,670 | 11,970 | ||
AT&T Inc. | 3.400% | 5/15/25 | 28,810 | 29,089 | ||
AT&T Inc. | 3.600% | 7/15/25 | 2,960 | 3,008 | ||
AT&T Inc. | 4.125% | 2/17/26 | 15,846 | 16,466 | ||
AT&T Inc. | 1.700% | 3/25/26 | 26,920 | 25,538 | ||
AT&T Inc. | 3.800% | 2/15/27 | 6,244 | 6,396 | ||
AT&T Inc. | 4.250% | 3/1/27 | 13,504 | 14,119 | ||
Baidu Inc. | 3.875% | 9/29/23 | 5,025 | 5,075 | ||
Baidu Inc. | 4.375% | 5/14/24 | 6,093 | 6,201 | ||
Baidu Inc. | 3.075% | 4/7/25 | 8,957 | 8,808 | ||
Baidu Inc. | 4.125% | 6/30/25 | 3,695 | 3,746 | ||
Baidu Inc. | 1.720% | 4/9/26 | 3,100 | 2,858 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 7,685 | 7,810 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 11,700 | 11,924 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 1,532 | 1,565 | ||
3 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 13,906 | 14,248 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 38,602 | 39,971 | ||
Comcast Corp. | 3.700% | 4/15/24 | 17,977 | 18,369 | ||
Comcast Corp. | 3.375% | 2/15/25 | 8,261 | 8,386 | ||
Comcast Corp. | 3.375% | 8/15/25 | 9,359 | 9,481 | ||
Comcast Corp. | 3.950% | 10/15/25 | 25,148 | 25,972 | ||
Comcast Corp. | 3.150% | 3/1/26 | 13,649 | 13,774 | ||
Comcast Corp. | 2.350% | 1/15/27 | 12,431 | 12,081 | ||
Comcast Corp. | 3.300% | 2/1/27 | 9,354 | 9,486 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 2,530 | 2,552 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 4,849 | 4,897 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 3,952 | 3,923 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 3,610 | 3,633 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 8,620 | 8,952 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 3,833 | 4,049 | ||
Expedia Group Inc. | 3.600% | 12/15/23 | 3,433 | 3,456 | ||
Expedia Group Inc. | 4.500% | 8/15/24 | 6,329 | 6,486 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 8,128 | 8,496 | ||
FactSet Research Systems Inc. | 2.900% | 3/1/27 | 2,000 | 1,948 | ||
Fox Corp. | 4.030% | 1/25/24 | 12,488 | 12,749 | ||
Fox Corp. | 3.050% | 4/7/25 | 10,143 | 10,143 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 3,460 | 3,755 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 2,887 | 2,983 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 1,076 | 1,097 | ||
5 | Magallanes Inc. | 3.428% | 3/15/24 | 14,000 | 14,077 | |
5 | Magallanes Inc. | 3.528% | 3/15/24 | 5,000 | 4,998 | |
5 | Magallanes Inc. | 3.638% | 3/15/25 | 15,000 | 15,070 | |
5 | Magallanes Inc. | 3.788% | 3/15/25 | 5,000 | 5,001 | |
5 | Magallanes Inc. | 3.755% | 3/15/27 | 34,000 | 33,951 | |
Omnicom Group Inc. | 3.650% | 11/1/24 | 5,493 | 5,558 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 12,565 | 12,735 | ||
Paramount Global | 3.500% | 1/15/25 | 2,768 | 2,779 | ||
Paramount Global | 4.750% | 5/15/25 | 14,932 | 15,528 | ||
Paramount Global | 4.000% | 1/15/26 | 7,700 | 7,841 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Paramount Global | 2.900% | 1/15/27 | 4,940 | 4,824 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 7,608 | 7,725 | ||
5 | Rogers Communications Inc. | 2.950% | 3/15/25 | 8,200 | 8,151 | |
Rogers Communications Inc. | 3.625% | 12/15/25 | 7,221 | 7,286 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 2,875 | 2,830 | ||
5 | Rogers Communications Inc. | 3.200% | 3/15/27 | 10,200 | 10,042 | |
TCI Communications Inc. | 7.875% | 2/15/26 | 4,875 | 5,689 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 12,526 | 12,842 | ||
TELUS Corp. | 2.800% | 2/16/27 | 5,100 | 5,016 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 4,715 | 4,813 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 2,300 | 2,312 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 24,886 | 25,037 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 9,495 | 8,856 | ||
3 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 7,094 | 7,136 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 7,221 | 7,235 | ||
3 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 11,257 | 10,767 | |
Verizon Communications Inc. | 3.376% | 2/15/25 | 10,805 | 10,937 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 12,916 | 11,958 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 16,520 | 15,535 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 18,809 | 18,409 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 25,316 | 26,332 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 6,827 | 6,747 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 10,873 | 11,109 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 14,410 | 14,851 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 10,149 | 9,966 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 4,113 | 4,200 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 15,160 | 15,372 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 6,398 | 6,546 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 15,422 | 14,773 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 3,700 | 3,750 | ||
Weibo Corp. | 3.500% | 7/5/24 | 7,275 | 7,111 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 2,003 | 2,025 | ||
870,735 | ||||||
Consumer Discretionary (1.7%) | ||||||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 2,000 | 1,993 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 22,362 | 22,412 | ||
Amazon.com Inc. | 0.250% | 5/12/23 | 10,796 | 10,608 | ||
Amazon.com Inc. | 0.400% | 6/3/23 | 8,589 | 8,455 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 22,696 | 21,877 | ||
Amazon.com Inc. | 2.800% | 8/22/24 | 23,335 | 23,526 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 3,687 | 3,799 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 7,035 | 6,655 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 4,054 | 4,370 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 19,255 | 18,062 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 2,000 | 2,029 | ||
3 | American Honda Finance Corp. | 2.050% | 1/10/23 | 6,949 | 6,962 | |
3 | American Honda Finance Corp. | 1.950% | 5/10/23 | 4,279 | 4,260 | |
3 | American Honda Finance Corp. | 0.875% | 7/7/23 | 11,440 | 11,253 | |
3 | American Honda Finance Corp. | 3.450% | 7/14/23 | 3,920 | 3,970 | |
3 | American Honda Finance Corp. | 0.650% | 9/8/23 | 2,240 | 2,185 | |
3 | American Honda Finance Corp. | 3.625% | 10/10/23 | 2,722 | 2,764 | |
3 | American Honda Finance Corp. | 3.550% | 1/12/24 | 2,705 | 2,748 | |
3 | American Honda Finance Corp. | 2.900% | 2/16/24 | 8,165 | 8,192 | |
3 | American Honda Finance Corp. | 2.400% | 6/27/24 | 11,470 | 11,392 | |
3 | American Honda Finance Corp. | 0.550% | 7/12/24 | 8,724 | 8,308 | |
3 | American Honda Finance Corp. | 2.150% | 9/10/24 | 6,063 | 5,973 | |
3 | American Honda Finance Corp. | 1.200% | 7/8/25 | 3,975 | 3,742 | |
3 | American Honda Finance Corp. | 1.000% | 9/10/25 | 4,525 | 4,219 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | American Honda Finance Corp. | 2.300% | 9/9/26 | 3,126 | 3,018 | |
3 | American Honda Finance Corp. | 2.350% | 1/8/27 | 574 | 553 | |
Aptiv plc | 2.396% | 2/18/25 | 4,000 | 3,898 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 3,422 | 3,428 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 3,229 | 3,313 | ||
AutoZone Inc. | 3.125% | 7/15/23 | 300 | 302 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 7,650 | 7,672 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 895 | 894 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 5,373 | 5,442 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 3,576 | 3,553 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 4,030 | 4,049 | ||
Brunswick Corp. | 0.850% | 8/18/24 | 2,905 | 2,747 | ||
5 | Daimler Finance North America LLC | 0.750% | 3/1/24 | 3,000 | 2,880 | |
DR Horton Inc. | 5.750% | 8/15/23 | 708 | 732 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 5,880 | 5,797 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 6,700 | 6,518 | ||
eBay Inc. | 3.450% | 8/1/24 | 5,267 | 5,333 | ||
eBay Inc. | 1.900% | 3/11/25 | 5,140 | 4,975 | ||
eBay Inc. | 1.400% | 5/10/26 | 5,625 | 5,233 | ||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 5,183 | 5,284 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 4,517 | 4,601 | ||
General Motors Co. | 4.875% | 10/2/23 | 10,387 | 10,703 | ||
General Motors Co. | 5.400% | 10/2/23 | 3,635 | 3,767 | ||
General Motors Co. | 4.000% | 4/1/25 | 5,517 | 5,576 | ||
General Motors Co. | 6.125% | 10/1/25 | 23,307 | 25,046 | ||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 6,340 | 6,393 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 9,858 | 9,953 | ||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 6,620 | 6,735 | ||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 18,579 | 18,876 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 8,673 | 8,580 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 10,297 | 10,655 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 3,225 | 3,106 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 10,920 | 11,088 | ||
General Motors Financial Co. Inc. | 1.200% | 10/15/24 | 100 | 95 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 7,196 | 7,217 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 11,225 | 11,371 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 18,820 | 18,475 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 2,965 | 3,020 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 12,308 | 11,966 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 4,341 | 4,404 | ||
General Motors Financial Co. Inc. | 1.250% | 1/8/26 | 8,130 | 7,428 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 10,872 | 11,395 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 8,450 | 7,717 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 13,291 | 13,337 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 1,901 | 1,935 | ||
General Motors Financial Co. Inc. | 2.350% | 2/26/27 | 7,795 | 7,270 | ||
Genuine Parts Co. | 1.750% | 2/1/25 | 1,100 | 1,052 | ||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 4,299 | 4,282 | ||
Hasbro Inc. | 3.000% | 11/19/24 | 2,261 | 2,251 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 9,863 | 9,870 | ||
Home Depot Inc. | 2.700% | 4/1/23 | 8,268 | 8,321 | ||
Home Depot Inc. | 3.750% | 2/15/24 | 7,925 | 8,098 | ||
Home Depot Inc. | 2.700% | 4/15/25 | 5,740 | 5,729 | ||
Home Depot Inc. | 3.350% | 9/15/25 | 10,264 | 10,444 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 11,776 | 11,875 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 5,430 | 5,273 | ||
Home Depot Inc. | 2.875% | 4/15/27 | 8,000 | 7,968 | ||
Honda Motor Co. Ltd. | 2.271% | 3/10/25 | 12,270 | 12,058 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 22,000 | 21,341 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 1,500 | 1,500 | ||
Hyatt Hotels Corp. | 1.300% | 10/1/23 | 4,000 | 3,899 | ||
Hyatt Hotels Corp. | 1.800% | 10/1/24 | 3,000 | 2,885 | ||
Hyatt Hotels Corp. | 5.375% | 4/23/25 | 4,376 | 4,586 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 4,197 | 4,362 | ||
JD.com Inc. | 3.875% | 4/29/26 | 4,439 | 4,417 | ||
Kohl's Corp. | 4.250% | 7/17/25 | 500 | 507 | ||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 14,300 | 13,801 | ||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 4,700 | 4,377 | ||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 6,000 | 5,664 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 1,007 | 1,016 | ||
Lennar Corp. | 4.875% | 12/15/23 | 7,343 | 7,531 | ||
Lennar Corp. | 4.500% | 4/30/24 | 10,143 | 10,400 | ||
Lennar Corp. | 5.875% | 11/15/24 | 5,316 | 5,606 | ||
Lennar Corp. | 4.750% | 5/30/25 | 6,252 | 6,471 | ||
Lennar Corp. | 5.250% | 6/1/26 | 1,450 | 1,530 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 2,664 | 2,709 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 3,941 | 3,956 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 5,336 | 5,487 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 8,478 | 8,563 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 15,798 | 15,415 | ||
Lowe's Cos. Inc. | 3.350% | 4/1/27 | 2,475 | 2,492 | ||
Magna International Inc. | 3.625% | 6/15/24 | 7,822 | 7,908 | ||
Magna International Inc. | 4.150% | 10/1/25 | 1,007 | 1,032 | ||
Marriott International Inc. | 3.250% | 9/15/22 | 3,804 | 3,818 | ||
Marriott International Inc. | 2.125% | 10/3/22 | 2,450 | 2,452 | ||
3 | Marriott International Inc. | 4.150% | 12/1/23 | 2,050 | 2,089 | |
Marriott International Inc. | 3.600% | 4/15/24 | 7,232 | 7,312 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 2,308 | 2,330 | ||
3 | Marriott International Inc. | 5.750% | 5/1/25 | 1,020 | 1,083 | |
Marriott International Inc. | 3.750% | 10/1/25 | 6,166 | 6,149 | ||
3 | Marriott International Inc. | 3.125% | 6/15/26 | 3,569 | 3,530 | |
3 | McDonald's Corp. | 3.350% | 4/1/23 | 11,450 | 11,590 | |
3 | McDonald's Corp. | 3.375% | 5/26/25 | 5,981 | 6,078 | |
3 | McDonald's Corp. | 3.300% | 7/1/25 | 10,936 | 11,055 | |
3 | McDonald's Corp. | 1.450% | 9/1/25 | 6,146 | 5,875 | |
3 | McDonald's Corp. | 3.700% | 1/30/26 | 6,586 | 6,750 | |
3 | McDonald's Corp. | 3.500% | 3/1/27 | 7,896 | 8,045 | |
NIKE Inc. | 2.250% | 5/1/23 | 1,400 | 1,401 | ||
NIKE Inc. | 2.400% | 3/27/25 | 11,081 | 11,019 | ||
NIKE Inc. | 2.750% | 3/27/27 | 9,866 | 9,823 | ||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 4,673 | 4,734 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 3,385 | 3,420 | ||
Owens Corning | 4.200% | 12/1/24 | 3,143 | 3,216 | ||
Owens Corning | 3.400% | 8/15/26 | 2,139 | 2,141 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 4,389 | 4,678 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 2,030 | 2,143 | ||
PVH Corp. | 4.625% | 7/10/25 | 4,335 | 4,421 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 3,506 | 3,585 | ||
Ross Stores Inc. | 4.600% | 4/15/25 | 5,304 | 5,516 | ||
Ross Stores Inc. | 0.875% | 4/15/26 | 10,080 | 9,204 | ||
Sands China Ltd. | 5.125% | 8/8/25 | 15,625 | 15,473 | ||
Sands China Ltd. | 3.800% | 1/8/26 | 6,221 | 5,907 | ||
5 | Sands China Ltd. | 2.550% | 3/8/27 | 2,453 | 2,124 | |
Snap-on Inc. | 3.250% | 3/1/27 | 1,121 | 1,134 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 6,488 | 6,559 | ||
3 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 4,263 | 4,199 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Starbucks Corp. | 3.850% | 10/1/23 | 6,468 | 6,581 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 9,472 | 9,713 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 237 | 231 | ||
Starbucks Corp. | 2.000% | 3/12/27 | 2,120 | 2,008 | ||
Stellantis NV | 5.250% | 4/15/23 | 11,653 | 11,920 | ||
TJX Cos. Inc. | 2.500% | 5/15/23 | 7,344 | 7,359 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 6,971 | 6,780 | ||
Toll Brothers Finance Corp. | 4.875% | 11/15/25 | 2,300 | 2,369 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 11,912 | 12,061 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 3,725 | 3,591 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 3,660 | 3,630 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 9,607 | 9,019 | ||
3 | Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 2,592 | 2,604 | |
3 | Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 8,296 | 8,341 | |
3 | Toyota Motor Credit Corp. | 0.400% | 4/6/23 | 10,969 | 10,787 | |
3 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 12,362 | 12,057 | |
3 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 4,562 | 4,503 | |
3 | Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 3,707 | 3,756 | |
3 | Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 6,112 | 6,095 | |
3 | Toyota Motor Credit Corp. | 0.450% | 1/11/24 | 8,666 | 8,367 | |
3 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 4,769 | 4,795 | |
3 | Toyota Motor Credit Corp. | 0.500% | 6/18/24 | 10,231 | 9,760 | |
Toyota Motor Credit Corp. | 0.625% | 9/13/24 | 10,075 | 9,581 | ||
3 | Toyota Motor Credit Corp. | 1.450% | 1/13/25 | 6,610 | 6,366 | |
3 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 26,605 | 25,837 | |
3 | Toyota Motor Credit Corp. | 3.000% | 4/1/25 | 15,471 | 15,494 | |
3 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 6,930 | 6,434 | |
3 | Toyota Motor Credit Corp. | 0.800% | 1/9/26 | 7,734 | 7,156 | |
3 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 9,915 | 9,196 | |
3 | Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 2,200 | 2,091 | |
Toyota Motor Credit Corp. | 3.050% | 3/22/27 | 12,000 | 11,968 | ||
VF Corp. | 2.400% | 4/23/25 | 5,046 | 4,971 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 2,175 | 2,216 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 1,450 | 1,469 | ||
3 | Yale University | 0.873% | 4/15/25 | 4,366 | 4,147 | |
1,172,866 | ||||||
Consumer Staples (1.4%) | ||||||
Altria Group Inc. | 4.000% | 1/31/24 | 9,231 | 9,412 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 4,925 | 4,989 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 9,325 | 9,058 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 11,343 | 11,742 | ||
3 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 40,790 | 41,719 | |
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 5,036 | 4,949 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 7,743 | 7,741 | ||
BAT Capital Corp. | 2.789% | 9/6/24 | 15,120 | 14,931 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 3,367 | 3,268 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 14,622 | 13,441 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 2,565 | 2,604 | ||
Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | 3,070 | 2,907 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 8,279 | 8,237 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 16,420 | 16,732 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 3,550 | 3,551 | ||
Clorox Co. | 3.500% | 12/15/24 | 4,577 | 4,638 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 8,588 | 8,504 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 13,570 | 13,898 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 3,570 | 3,655 | ||
3 | Colgate-Palmolive Co. | 2.100% | 5/1/23 | 2,150 | 2,146 | |
3 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 4,285 | 4,355 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Conagra Brands Inc. | 0.500% | 8/11/23 | 4,000 | 3,890 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 14,331 | 14,726 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 9,148 | 9,479 | ||
Constellation Brands Inc. | 4.250% | 5/1/23 | 11,940 | 12,164 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 9,614 | 10,002 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 4,775 | 4,940 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 4,192 | 4,395 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 5,350 | 5,413 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 16,566 | 16,692 | ||
Diageo Capital plc | 2.625% | 4/29/23 | 12,699 | 12,752 | ||
Diageo Capital plc | 3.500% | 9/18/23 | 2,300 | 2,334 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 6,873 | 6,759 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 8,639 | 8,187 | ||
Dollar General Corp. | 3.250% | 4/15/23 | 12,025 | 12,113 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 5,704 | 5,903 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 7,004 | 7,174 | ||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 1,697 | 1,669 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 3,016 | 3,038 | ||
Fomento Economico Mexicano SAB de CV | 2.875% | 5/10/23 | 2,320 | 2,331 | ||
General Mills Inc. | 3.700% | 10/17/23 | 16,122 | 16,387 | ||
General Mills Inc. | 3.650% | 2/15/24 | 1,548 | 1,571 | ||
General Mills Inc. | 4.000% | 4/17/25 | 1,145 | 1,170 | ||
General Mills Inc. | 3.200% | 2/10/27 | 4,975 | 4,987 | ||
5 | GSK Consumer Healthcare Capital UK plc | 3.125% | 3/24/25 | 7,000 | 6,980 | |
5 | GSK Consumer Healthcare Capital US LLC | 3.024% | 3/24/24 | 4,500 | 4,502 | |
5 | GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/27 | 17,000 | 17,008 | |
Hershey Co. | 2.625% | 5/1/23 | 750 | 752 | ||
Hershey Co. | 3.375% | 5/15/23 | 3,543 | 3,582 | ||
Hershey Co. | 2.050% | 11/15/24 | 3,482 | 3,441 | ||
Hershey Co. | 0.900% | 6/1/25 | 3,250 | 3,063 | ||
Hershey Co. | 3.200% | 8/21/25 | 1,527 | 1,537 | ||
Hershey Co. | 2.300% | 8/15/26 | 4,275 | 4,179 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 6,585 | 6,320 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 4,627 | 4,597 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 9,315 | 9,443 | ||
Kellogg Co. | 2.650% | 12/1/23 | 4,809 | 4,819 | ||
Kellogg Co. | 3.250% | 4/1/26 | 3,151 | 3,163 | ||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 8,845 | 8,997 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 7,694 | 7,752 | ||
Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | 8,740 | 8,448 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 9,430 | 9,717 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 1,924 | 1,937 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 104 | 101 | ||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 450 | 450 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 2,040 | 2,054 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 3,101 | 3,096 | ||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 15,000 | 14,772 | ||
Kroger Co. | 3.850% | 8/1/23 | 7,075 | 7,179 | ||
Kroger Co. | 4.000% | 2/1/24 | 1,590 | 1,620 | ||
Kroger Co. | 3.500% | 2/1/26 | 2,482 | 2,509 | ||
Kroger Co. | 2.650% | 10/15/26 | 6,882 | 6,717 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 8,197 | 8,222 | ||
McCormick & Co. Inc. | 0.900% | 2/15/26 | 5,032 | 4,609 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 10,410 | 10,659 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 21,913 | 21,598 | ||
Mondelez International Inc. | 2.125% | 3/17/24 | 1,600 | 1,587 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 7,177 | 6,883 | ||
Mondelez International Inc. | 2.625% | 3/17/27 | 7,090 | 6,921 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
PepsiCo Inc. | 0.750% | 5/1/23 | 9,806 | 9,669 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 5,867 | 5,993 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 19,141 | 18,951 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 8,359 | 8,350 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 7,088 | 7,254 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 5,455 | 5,494 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 4,936 | 4,855 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 10,746 | 10,665 | ||
Philip Morris International Inc. | 1.125% | 5/1/23 | 8,846 | 8,737 | ||
Philip Morris International Inc. | 2.125% | 5/10/23 | 4,822 | 4,808 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 5,575 | 5,673 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 3,875 | 3,885 | ||
Philip Morris International Inc. | 3.250% | 11/10/24 | 3,183 | 3,208 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 8,467 | 8,083 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 5,835 | 5,876 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 7,560 | 7,486 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 3,317 | 3,030 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 9,218 | 9,348 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 2,555 | 2,377 | ||
Procter & Gamble Co. | 2.700% | 2/2/26 | 2,431 | 2,436 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 3,120 | 3,077 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 14,905 | 14,931 | ||
Reynolds American Inc. | 4.850% | 9/15/23 | 6,008 | 6,162 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 31,861 | 32,528 | ||
Sysco Corp. | 3.750% | 10/1/25 | 7,166 | 7,291 | ||
Sysco Corp. | 3.300% | 7/15/26 | 5,551 | 5,577 | ||
Target Corp. | 3.500% | 7/1/24 | 3,384 | 3,459 | ||
Target Corp. | 2.250% | 4/15/25 | 14,903 | 14,694 | ||
Target Corp. | 2.500% | 4/15/26 | 11,062 | 10,992 | ||
Target Corp. | 1.950% | 1/15/27 | 7,765 | 7,511 | ||
Tyson Foods Inc. | 3.900% | 9/28/23 | 2,941 | 2,985 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 16,919 | 17,245 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 10,000 | 10,235 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 2,614 | 2,548 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 8,215 | 8,323 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 5,800 | 5,815 | ||
Unilever Capital Corp. | 0.626% | 8/12/24 | 2,850 | 2,729 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 3,343 | 3,392 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 5,175 | 5,218 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 6,777 | 6,531 | ||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 7,583 | 7,715 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 13,809 | 13,891 | ||
Walmart Inc. | 2.550% | 4/11/23 | 7,514 | 7,561 | ||
Walmart Inc. | 3.400% | 6/26/23 | 15,128 | 15,385 | ||
Walmart Inc. | 3.300% | 4/22/24 | 12,475 | 12,688 | ||
Walmart Inc. | 2.850% | 7/8/24 | 8,723 | 8,821 | ||
Walmart Inc. | 2.650% | 12/15/24 | 14,346 | 14,455 | ||
Walmart Inc. | 3.550% | 6/26/25 | 11,868 | 12,208 | ||
Walmart Inc. | 3.050% | 7/8/26 | 5,870 | 5,952 | ||
Walmart Inc. | 1.050% | 9/17/26 | 3,500 | 3,264 | ||
979,128 | ||||||
Energy (1.7%) | ||||||
Baker Hughes Holdings LLC | 1.231% | 12/15/23 | 1,885 | 1,841 | ||
Baker Hughes Holdings LLC | 2.061% | 12/15/26 | 2,525 | 2,406 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 3,443 | 3,558 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 9,355 | 10,104 | ||
3 | BP Capital Markets America Inc. | 2.750% | 5/10/23 | 14,686 | 14,762 | |
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 4,485 | 4,563 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 8,872 | 8,931 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 8,417 | 8,662 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 5,993 | 6,064 | ||
3 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 15,019 | 14,965 | |
3 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 8,492 | 8,455 | |
BP Capital Markets plc | 3.994% | 9/26/23 | 3,026 | 3,086 | ||
BP Capital Markets plc | 3.814% | 2/10/24 | 6,861 | 6,999 | ||
BP Capital Markets plc | 3.535% | 11/4/24 | 7,596 | 7,719 | ||
BP Capital Markets plc | 3.506% | 3/17/25 | 5,197 | 5,290 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 1,115 | 1,130 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 4,603 | 4,663 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 6,651 | 6,378 | ||
Cenovus Energy Inc. | 5.375% | 7/15/25 | 8,024 | 8,468 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 16,160 | 17,202 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 15,334 | 16,229 | ||
Chevron Corp. | 1.141% | 5/11/23 | 12,754 | 12,622 | ||
Chevron Corp. | 2.566% | 5/16/23 | 5,242 | 5,260 | ||
Chevron Corp. | 3.191% | 6/24/23 | 13,852 | 13,999 | ||
Chevron Corp. | 2.895% | 3/3/24 | 9,543 | 9,643 | ||
Chevron Corp. | 1.554% | 5/11/25 | 22,216 | 21,426 | ||
Chevron Corp. | 3.326% | 11/17/25 | 6,077 | 6,164 | ||
Chevron Corp. | 2.954% | 5/16/26 | 11,345 | 11,403 | ||
Chevron USA Inc. | 0.426% | 8/11/23 | 7,450 | 7,284 | ||
Chevron USA Inc. | 3.900% | 11/15/24 | 6,365 | 6,560 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 4,658 | 4,348 | ||
CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | 4,509 | 4,606 | ||
CNOOC Finance 2015 USA LLC | 3.750% | 5/2/23 | 1,400 | 1,413 | ||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 3,900 | 3,913 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 2,908 | 3,003 | ||
ConocoPhillips Co. | 2.125% | 3/8/24 | 8,000 | 7,926 | ||
ConocoPhillips Co. | 3.350% | 11/15/24 | 1,500 | 1,518 | ||
ConocoPhillips Co. | 2.400% | 3/7/25 | 8,000 | 7,912 | ||
ConocoPhillips Co. | 3.350% | 5/15/25 | 638 | 640 | ||
ConocoPhillips Co. | 4.950% | 3/15/26 | 10,038 | 10,752 | ||
Continental Resources Inc. | 3.800% | 6/1/24 | 5,410 | 5,445 | ||
5 | Coterra Energy Inc. | 4.375% | 6/1/24 | 7,267 | 7,418 | |
Devon Energy Corp. | 5.250% | 9/15/24 | 6,023 | 6,295 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 2,625 | 2,843 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 6,950 | 6,942 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 4,747 | 5,117 | ||
Enbridge Inc. | 4.000% | 10/1/23 | 4,721 | 4,794 | ||
Enbridge Inc. | 0.550% | 10/4/23 | 2,845 | 2,757 | ||
Enbridge Inc. | 2.150% | 2/16/24 | 1,000 | 987 | ||
Enbridge Inc. | 3.500% | 6/10/24 | 6,600 | 6,666 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 3,129 | 3,068 | ||
Enbridge Inc. | 2.500% | 2/14/25 | 2,000 | 1,958 | ||
Enbridge Inc. | 1.600% | 10/4/26 | 1,865 | 1,727 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 6,273 | 6,480 | ||
3 | Energy Transfer LP | 4.200% | 9/15/23 | 3,859 | 3,911 | |
Energy Transfer LP | 4.500% | 11/1/23 | 8,639 | 8,774 | ||
3 | Energy Transfer LP | 5.875% | 1/15/24 | 14,135 | 14,690 | |
Energy Transfer LP | 4.900% | 2/1/24 | 4,055 | 4,149 | ||
Energy Transfer LP | 4.250% | 4/1/24 | 3,248 | 3,299 | ||
Energy Transfer LP | 4.500% | 4/15/24 | 6,620 | 6,750 | ||
Energy Transfer LP | 3.900% | 5/15/24 | 5,211 | 5,247 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 5,519 | 5,589 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 7,743 | 7,600 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 6,108 | 6,528 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Energy Transfer LP | 4.750% | 1/15/26 | 7,340 | 7,622 | ||
Energy Transfer LP | 3.900% | 7/15/26 | 5,115 | 5,148 | ||
Energy Transfer LP | 4.400% | 3/15/27 | 5,932 | 6,049 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 7,205 | 7,338 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 18,520 | 18,867 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 638 | 647 | ||
EOG Resources Inc. | 3.150% | 4/1/25 | 5,770 | 5,799 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 6,363 | 6,589 | ||
EQT Corp. | 6.625% | 2/1/25 | 5,000 | 5,284 | ||
5 | EQT Corp. | 3.125% | 5/15/26 | 4,200 | 4,073 | |
Exxon Mobil Corp. | 1.571% | 4/15/23 | 20,472 | 20,396 | ||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 8,662 | 8,785 | ||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 10,767 | 10,658 | ||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 10,000 | 9,988 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 37,645 | 37,849 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 18,662 | 18,815 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 2,115 | 2,158 | ||
Halliburton Co. | 3.500% | 8/1/23 | 5,052 | 5,103 | ||
Halliburton Co. | 3.800% | 11/15/25 | 3,511 | 3,586 | ||
Hess Corp. | 3.500% | 7/15/24 | 2,800 | 2,822 | ||
HollyFrontier Corp. | 2.625% | 10/1/23 | 1,556 | 1,542 | ||
HollyFrontier Corp. | 5.875% | 4/1/26 | 8,080 | 8,460 | ||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 4,639 | 4,681 | ||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 5,600 | 5,694 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 10,026 | 10,236 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 5,983 | 6,113 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 5,568 | 5,716 | ||
Kinder Morgan Inc. | 1.750% | 11/15/26 | 4,000 | 3,718 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 3,605 | 3,803 | ||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 6,877 | 6,933 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 22,354 | 23,258 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 7,025 | 7,486 | ||
MPLX LP | 4.500% | 7/15/23 | 11,720 | 11,915 | ||
MPLX LP | 4.875% | 12/1/24 | 8,206 | 8,505 | ||
MPLX LP | 4.000% | 2/15/25 | 8,073 | 8,177 | ||
MPLX LP | 4.875% | 6/1/25 | 7,625 | 7,905 | ||
MPLX LP | 1.750% | 3/1/26 | 3,826 | 3,591 | ||
MPLX LP | 4.125% | 3/1/27 | 10,296 | 10,546 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 4,884 | 5,139 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 3,111 | 3,074 | ||
ONEOK Inc. | 5.850% | 1/15/26 | 2,755 | 2,963 | ||
ONEOK Partners LP | 5.000% | 9/15/23 | 4,695 | 4,809 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 9,855 | 10,176 | ||
Ovintiv Exploration Inc. | 5.625% | 7/1/24 | 5,592 | 5,878 | ||
Ovintiv Exploration Inc. | 5.375% | 1/1/26 | 4,352 | 4,616 | ||
Phillips 66 | 3.700% | 4/6/23 | 3,250 | 3,294 | ||
Phillips 66 | 0.900% | 2/15/24 | 3,000 | 2,905 | ||
Phillips 66 | 3.850% | 4/9/25 | 15,400 | 15,707 | ||
Phillips 66 | 1.300% | 2/15/26 | 335 | 313 | ||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 3,280 | 3,228 | ||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 3,675 | 3,708 | ||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 5,246 | 5,255 | ||
Pioneer Natural Resources Co. | 0.550% | 5/15/23 | 3,868 | 3,782 | ||
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 7,015 | 6,510 | ||
Plains All American Pipeline LP | 3.850% | 10/15/23 | 7,121 | 7,184 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 6,365 | 6,380 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 8,016 | 8,241 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 6,739 | 6,919 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 9,200 | 9,419 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 22,875 | 23,957 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 14,163 | 14,975 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 11,518 | 12,462 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 10,622 | 11,243 | ||
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 4,907 | 4,651 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 8,651 | 8,790 | ||
Shell International Finance BV | 0.375% | 9/15/23 | 7,013 | 6,834 | ||
Shell International Finance BV | 3.500% | 11/13/23 | 2,882 | 2,934 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 11,821 | 11,666 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 21,313 | 21,527 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 7,000 | 7,017 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 10,997 | 10,835 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 8,905 | 9,162 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 5,252 | 5,286 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 8,096 | 8,083 | ||
Suncor Energy Inc. | 2.800% | 5/15/23 | 4,992 | 5,003 | ||
Suncor Energy Inc. | 3.100% | 5/15/25 | 5,179 | 5,157 | ||
Targa Resources Partners LP | 5.875% | 4/15/26 | 3,500 | 3,610 | ||
TC PipeLines LP | 4.375% | 3/13/25 | 850 | 870 | ||
TotalEnergies Capital Canada Ltd. | 2.750% | 7/15/23 | 13,846 | 13,888 | ||
TotalEnergies Capital International SA | 3.700% | 1/15/24 | 12,088 | 12,295 | ||
TotalEnergies Capital International SA | 3.750% | 4/10/24 | 4,161 | 4,242 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 2,654 | 2,624 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 11,919 | 12,093 | ||
TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | 10,150 | 9,651 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 2,234 | 2,346 | ||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 7,003 | 8,028 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 3,183 | 3,251 | ||
Williams Cos. Inc. | 4.300% | 3/4/24 | 10,515 | 10,742 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 9,096 | 9,349 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 4,882 | 4,949 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 14,724 | 14,939 | ||
1,158,715 | ||||||
Financials (10.8%) | ||||||
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 4,564 | 4,586 | ||
AerCap Ireland Capital DAC | 4.500% | 9/15/23 | 8,117 | 8,185 | ||
AerCap Ireland Capital DAC | 1.150% | 10/29/23 | 11,876 | 11,370 | ||
AerCap Ireland Capital DAC | 4.875% | 1/16/24 | 6,705 | 6,792 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 13,334 | 13,122 | ||
AerCap Ireland Capital DAC | 2.875% | 8/14/24 | 5,175 | 5,036 | ||
AerCap Ireland Capital DAC | 1.650% | 10/29/24 | 27,450 | 25,933 | ||
AerCap Ireland Capital DAC | 3.500% | 1/15/25 | 4,978 | 4,887 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 14,017 | 14,865 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 9,023 | 9,054 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 12,585 | 11,563 | ||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 800 | 807 | ||
AerCap Ireland Capital DAC | 2.450% | 10/29/26 | 54,680 | 50,548 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 3,750 | 3,846 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 4,281 | 4,320 | ||
Aflac Inc. | 3.625% | 11/15/24 | 9,763 | 9,992 | ||
Aflac Inc. | 3.250% | 3/17/25 | 3,625 | 3,665 | ||
Aflac Inc. | 1.125% | 3/15/26 | 3,478 | 3,238 | ||
Aflac Inc. | 2.875% | 10/15/26 | 2,265 | 2,264 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 8,929 | 9,015 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 2,887 | 2,877 | ||
3 | Air Lease Corp. | 4.250% | 2/1/24 | 7,690 | 7,790 | |
3 | Air Lease Corp. | 0.700% | 2/15/24 | 3,450 | 3,292 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Air Lease Corp. | 0.800% | 8/18/24 | 6,845 | 6,444 | ||
Air Lease Corp. | 4.250% | 9/15/24 | 3,555 | 3,599 | ||
3 | Air Lease Corp. | 2.300% | 2/1/25 | 5,432 | 5,223 | |
Air Lease Corp. | 3.250% | 3/1/25 | 10,788 | 10,634 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 6,593 | 6,506 | ||
3 | Air Lease Corp. | 2.875% | 1/15/26 | 7,044 | 6,800 | |
3 | Air Lease Corp. | 3.750% | 6/1/26 | 5,923 | 5,883 | |
Air Lease Corp. | 1.875% | 8/15/26 | 10,108 | 9,325 | ||
Aircastle Ltd. | 5.000% | 4/1/23 | 4,724 | 4,799 | ||
Aircastle Ltd. | 4.400% | 9/25/23 | 7,060 | 7,079 | ||
Aircastle Ltd. | 4.125% | 5/1/24 | 50 | 50 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 5,008 | 4,939 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 4,163 | 4,242 | ||
Allstate Corp. | 3.150% | 6/15/23 | 1,800 | 1,817 | ||
Allstate Corp. | 0.750% | 12/15/25 | 3,807 | 3,528 | ||
Allstate Corp. | 3.280% | 12/15/26 | 5,030 | 5,092 | ||
3 | Allstate Corp. | 5.750% | 8/15/53 | 10,964 | 10,928 | |
Ally Financial Inc. | 3.050% | 6/5/23 | 8,432 | 8,466 | ||
Ally Financial Inc. | 1.450% | 10/2/23 | 11,162 | 10,900 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 12,825 | 12,984 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 14,577 | 15,227 | ||
Ally Financial Inc. | 4.625% | 3/30/25 | 8,024 | 8,295 | ||
Ally Financial Inc. | 5.800% | 5/1/25 | 6,329 | 6,718 | ||
American Express Co. | 3.700% | 8/3/23 | 12,824 | 13,062 | ||
American Express Co. | 0.750% | 11/3/23 | 500 | 488 | ||
American Express Co. | 3.400% | 2/22/24 | 11,297 | 11,453 | ||
American Express Co. | 2.500% | 7/30/24 | 19,889 | 19,806 | ||
American Express Co. | 3.000% | 10/30/24 | 14,110 | 14,174 | ||
American Express Co. | 3.625% | 12/5/24 | 5,428 | 5,531 | ||
American Express Co. | 2.250% | 3/4/25 | 6,505 | 6,388 | ||
American Express Co. | 4.200% | 11/6/25 | 6,598 | 6,860 | ||
American Express Co. | 3.125% | 5/20/26 | 2,592 | 2,600 | ||
American Express Co. | 1.650% | 11/4/26 | 9,175 | 8,650 | ||
American Express Co. | 2.550% | 3/4/27 | 6,725 | 6,536 | ||
American Financial Group Inc. | 3.500% | 8/15/26 | 2,663 | 2,687 | ||
American International Group Inc. | 4.125% | 2/15/24 | 11,941 | 12,230 | ||
American International Group Inc. | 2.500% | 6/30/25 | 16,632 | 16,302 | ||
American International Group Inc. | 3.750% | 7/10/25 | 6,226 | 6,334 | ||
American International Group Inc. | 3.900% | 4/1/26 | 11,516 | 11,808 | ||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 9,178 | 9,363 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 4,264 | 4,333 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 7,277 | 7,261 | ||
Aon Global Ltd. | 4.000% | 11/27/23 | 6,803 | 6,923 | ||
Aon Global Ltd. | 3.500% | 6/14/24 | 7,070 | 7,136 | ||
Aon Global Ltd. | 3.875% | 12/15/25 | 5,159 | 5,270 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 2,960 | 3,045 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 8,111 | 8,173 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 3,632 | 3,629 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 8,366 | 8,126 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 12,160 | 11,949 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 6,699 | 6,058 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 2,600 | 2,662 | ||
Assurant Inc. | 4.200% | 9/27/23 | 2,300 | 2,342 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 1,699 | 1,757 | ||
3 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 3,132 | 3,210 | |
Bain Capital Specialty Finance Inc. | 2.950% | 3/10/26 | 2,931 | 2,750 | ||
Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | 2,423 | 2,187 | ||
Banco Bilbao Vizcaya Argentaria SA | 0.875% | 9/18/23 | 2,734 | 2,656 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Banco Bilbao Vizcaya Argentaria SA | 1.125% | 9/18/25 | 5,930 | 5,455 | ||
Banco Santander SA | 3.848% | 4/12/23 | 13,503 | 13,686 | ||
Banco Santander SA | 2.706% | 6/27/24 | 7,831 | 7,759 | ||
Banco Santander SA | 0.701% | 6/30/24 | 3,800 | 3,690 | ||
Banco Santander SA | 2.746% | 5/28/25 | 16,400 | 15,992 | ||
Banco Santander SA | 5.179% | 11/19/25 | 7,285 | 7,527 | ||
Banco Santander SA | 1.849% | 3/25/26 | 8,850 | 8,277 | ||
Banco Santander SA | 1.722% | 9/14/27 | 9,120 | 8,267 | ||
Bank of America Corp. | 4.100% | 7/24/23 | 14,846 | 15,214 | ||
3 | Bank of America Corp. | 4.125% | 1/22/24 | 5,065 | 5,199 | |
3 | Bank of America Corp. | 3.550% | 3/5/24 | 37,602 | 37,858 | |
3 | Bank of America Corp. | 4.000% | 4/1/24 | 7,489 | 7,691 | |
3 | Bank of America Corp. | 1.486% | 5/19/24 | 8,299 | 8,185 | |
3 | Bank of America Corp. | 0.523% | 6/14/24 | 17,745 | 17,249 | |
3 | Bank of America Corp. | 3.864% | 7/23/24 | 19,013 | 19,240 | |
3 | Bank of America Corp. | 4.200% | 8/26/24 | 25,695 | 26,332 | |
3 | Bank of America Corp. | 0.810% | 10/24/24 | 22,348 | 21,614 | |
3 | Bank of America Corp. | 4.000% | 1/22/25 | 16,680 | 16,991 | |
Bank of America Corp. | 1.843% | 2/4/25 | 1,650 | 1,615 | ||
3 | Bank of America Corp. | 3.458% | 3/15/25 | 3,233 | 3,253 | |
3 | Bank of America Corp. | 3.950% | 4/21/25 | 26,760 | 27,253 | |
Bank of America Corp. | 0.976% | 4/22/25 | 18,016 | 17,262 | ||
3 | Bank of America Corp. | 3.875% | 8/1/25 | 7,070 | 7,262 | |
3 | Bank of America Corp. | 0.981% | 9/25/25 | 14,095 | 13,374 | |
3 | Bank of America Corp. | 3.093% | 10/1/25 | 23,864 | 23,783 | |
3 | Bank of America Corp. | 2.456% | 10/22/25 | 26,680 | 26,210 | |
3 | Bank of America Corp. | 1.530% | 12/6/25 | 11,800 | 11,291 | |
3 | Bank of America Corp. | 3.366% | 1/23/26 | 17,466 | 17,464 | |
3 | Bank of America Corp. | 2.015% | 2/13/26 | 34,764 | 33,469 | |
3 | Bank of America Corp. | 4.450% | 3/3/26 | 1,838 | 1,902 | |
3 | Bank of America Corp. | 3.384% | 4/2/26 | 8,250 | 8,239 | |
3 | Bank of America Corp. | 3.500% | 4/19/26 | 4,141 | 4,198 | |
3 | Bank of America Corp. | 1.319% | 6/19/26 | 53,445 | 50,053 | |
Bank of America Corp. | 6.220% | 9/15/26 | 664 | 728 | ||
3 | Bank of America Corp. | 4.250% | 10/22/26 | 15,001 | 15,458 | |
3 | Bank of America Corp. | 1.197% | 10/24/26 | 16,389 | 15,166 | |
3 | Bank of America Corp. | 1.658% | 3/11/27 | 36,929 | 34,492 | |
3 | Bank of America Corp. | 3.559% | 4/23/27 | 31,412 | 31,525 | |
Bank of America Corp. | 1.734% | 7/22/27 | 75,635 | 70,307 | ||
3 | Bank of America Corp. | 4.183% | 11/25/27 | 22,174 | 22,626 | |
3 | Bank of America Corp. | 3.824% | 1/20/28 | 16,643 | 16,840 | |
Bank of America Corp. | 2.551% | 2/4/28 | 9,999 | 9,563 | ||
3 | Bank of Montreal | 0.400% | 9/15/23 | 8,856 | 8,593 | |
Bank of Montreal | 0.450% | 12/8/23 | 10,135 | 9,774 | ||
3 | Bank of Montreal | 3.300% | 2/5/24 | 9,956 | 10,095 | |
3 | Bank of Montreal | 2.150% | 3/8/24 | 5,355 | 5,302 | |
3 | Bank of Montreal | 2.500% | 6/28/24 | 6,951 | 6,920 | |
3 | Bank of Montreal | 1.500% | 1/10/25 | 4,000 | 3,833 | |
3 | Bank of Montreal | 1.850% | 5/1/25 | 24,053 | 23,173 | |
3 | Bank of Montreal | 1.250% | 9/15/26 | 10,608 | 9,740 | |
3 | Bank of Montreal | 0.949% | 1/22/27 | 15,375 | 14,108 | |
3 | Bank of Montreal | 2.650% | 3/8/27 | 5,625 | 5,441 | |
3 | Bank of Montreal | 4.338% | 10/5/28 | 4,520 | 4,592 | |
3 | Bank of Montreal | 4.800% | Perpetual | 117 | 116 | |
3 | Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 8,153 | 8,263 | |
3 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 12,550 | 12,723 | |
3 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 10,334 | 10,329 | |
3 | Bank of New York Mellon Corp. | 0.350% | 12/7/23 | 6,889 | 6,665 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Bank of New York Mellon Corp. | 0.500% | 4/26/24 | 6,369 | 6,105 | |
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 4,080 | 4,147 | ||
3 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 10,689 | 10,806 | |
3 | Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 3,515 | 3,470 | |
3 | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 3,735 | 3,756 | |
3 | Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 6,686 | 6,456 | |
3 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 5,360 | 5,376 | |
3 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 1,655 | 1,629 | |
Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 3,384 | 3,264 | ||
3 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 7,186 | 7,278 | |
Bank of Nova Scotia | 1.625% | 5/1/23 | 2,751 | 2,733 | ||
Bank of Nova Scotia | 0.400% | 9/15/23 | 7,942 | 7,713 | ||
Bank of Nova Scotia | 0.550% | 9/15/23 | 5,150 | 5,006 | ||
Bank of Nova Scotia | 3.400% | 2/11/24 | 16,705 | 16,918 | ||
Bank of Nova Scotia | 2.440% | 3/11/24 | 5,000 | 4,977 | ||
Bank of Nova Scotia | 0.700% | 4/15/24 | 14,751 | 14,149 | ||
Bank of Nova Scotia | 0.650% | 7/31/24 | 49 | 47 | ||
Bank of Nova Scotia | 1.450% | 1/10/25 | 4,450 | 4,275 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 18,354 | 17,925 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 1,830 | 1,728 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 9,367 | 9,691 | ||
Bank of Nova Scotia | 1.050% | 3/2/26 | 7,873 | 7,238 | ||
Bank of Nova Scotia | 1.350% | 6/24/26 | 5,175 | 4,806 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 12,052 | 11,815 | ||
Bank of Nova Scotia | 1.300% | 9/15/26 | 9,055 | 8,331 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 3,507 | 3,664 | ||
3 | Barclays Bank plc | 3.750% | 5/15/24 | 1,700 | 1,727 | |
3 | Barclays plc | 4.338% | 5/16/24 | 32,514 | 33,036 | |
Barclays plc | 4.375% | 9/11/24 | 4,568 | 4,637 | ||
Barclays plc | 1.007% | 12/10/24 | 2,274 | 2,183 | ||
Barclays plc | 3.650% | 3/16/25 | 11,690 | 11,733 | ||
3 | Barclays plc | 3.932% | 5/7/25 | 9,253 | 9,325 | |
Barclays plc | 4.375% | 1/12/26 | 21,561 | 22,039 | ||
3 | Barclays plc | 2.852% | 5/7/26 | 17,616 | 17,127 | |
Barclays plc | 5.200% | 5/12/26 | 17,950 | 18,726 | ||
Barclays plc | 2.279% | 11/24/27 | 11,571 | 10,762 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 24,361 | 24,631 | ||
BGC Partners Inc. | 5.375% | 7/24/23 | 4,314 | 4,414 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 1,417 | 1,410 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 8,598 | 8,772 | ||
5 | Blackstone Private Credit Fund | 2.350% | 11/22/24 | 3,380 | 3,204 | |
5 | Blackstone Private Credit Fund | 2.625% | 12/15/26 | 11,477 | 10,300 | |
5 | Blackstone Private Credit Fund | 3.250% | 3/15/27 | 12,120 | 11,128 | |
Blackstone Secured Lending Fund | 3.650% | 7/14/23 | 120 | 121 | ||
Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 4,417 | 4,334 | ||
Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 6,795 | 6,328 | ||
5 | Blackstone Secured Lending Fund | 2.125% | 2/15/27 | 568 | 504 | |
3 | BNP Paribas SA | 4.250% | 10/15/24 | 7,990 | 8,193 | |
5 | BPCE SA | 3.000% | 5/22/22 | 6,000 | 6,013 | |
BPCE SA | 4.000% | 4/15/24 | 6,993 | 7,121 | ||
3 | BPCE SA | 3.375% | 12/2/26 | 580 | 577 | |
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 4,456 | 4,518 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 7,659 | 7,778 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 2,606 | 2,686 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 4,329 | 4,444 | ||
Business Development Corp. of America | 3.250% | 3/30/26 | 3,350 | 3,107 | ||
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 8,375 | 8,398 | ||
Canadian Imperial Bank of Commerce | 0.450% | 6/22/23 | 3,113 | 3,039 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 7,870 | 7,725 | ||
3 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 8,389 | 8,514 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 9,731 | 9,395 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 5,805 | 5,828 | ||
Canadian Imperial Bank of Commerce | 1.000% | 10/18/24 | 4,352 | 4,132 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 7,073 | 6,910 | ||
2 | Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | 6,100 | 6,093 | |
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 4,110 | 3,790 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 6,195 | 5,695 | ||
3 | Capital One Bank USA NA | 2.280% | 1/28/26 | 647 | 628 | |
Capital One Financial Corp. | 2.600% | 5/11/23 | 12,686 | 12,725 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 4,231 | 4,277 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 5,197 | 5,282 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 7,314 | 7,422 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 15,865 | 15,962 | ||
Capital One Financial Corp. | 1.343% | 12/6/24 | 9,900 | 9,608 | ||
Capital One Financial Corp. | 3.200% | 2/5/25 | 9,115 | 9,129 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 19,277 | 19,808 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 12,393 | 12,707 | ||
Capital One Financial Corp. | 2.636% | 3/3/26 | 9,700 | 9,497 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 7,812 | 7,866 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 10,600 | 10,683 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 2,225 | 2,268 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 2,550 | 2,565 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 3,852 | 3,915 | ||
Charles Schwab Corp. | 0.750% | 3/18/24 | 19,827 | 19,168 | ||
Charles Schwab Corp. | 3.750% | 4/1/24 | 4,100 | 4,173 | ||
Charles Schwab Corp. | 3.000% | 3/10/25 | 2,520 | 2,522 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 6,125 | 6,347 | ||
Charles Schwab Corp. | 3.625% | 4/1/25 | 2,240 | 2,279 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 7,523 | 7,714 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 800 | 741 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 25,605 | 23,869 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 3,670 | 3,693 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 6,728 | 6,827 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 15,687 | 15,869 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 5,738 | 5,820 | ||
3 | Citibank NA | 3.650% | 1/23/24 | 9,504 | 9,675 | |
Citigroup Inc. | 3.500% | 5/15/23 | 19,807 | 20,098 | ||
Citigroup Inc. | 3.875% | 10/25/23 | 16,142 | 16,501 | ||
3 | Citigroup Inc. | 1.678% | 5/15/24 | 24,762 | 24,542 | |
3 | Citigroup Inc. | 4.044% | 6/1/24 | 27,772 | 28,131 | |
Citigroup Inc. | 3.750% | 6/16/24 | 10,179 | 10,356 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 285 | 292 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 19,705 | 19,040 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 6,866 | 6,954 | ||
3 | Citigroup Inc. | 3.352% | 4/24/25 | 17,274 | 17,320 | |
Citigroup Inc. | 3.300% | 4/27/25 | 2,543 | 2,561 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 7,777 | 7,421 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 25,353 | 26,089 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 12,862 | 13,739 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 17,585 | 17,812 | ||
Citigroup Inc. | 2.014% | 1/25/26 | 12,180 | 11,728 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 8,885 | 9,222 | ||
3 | Citigroup Inc. | 3.106% | 4/8/26 | 45,374 | 44,992 | |
Citigroup Inc. | 3.400% | 5/1/26 | 9,270 | 9,349 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 4,657 | 4,621 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 12,807 | 13,184 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Citigroup Inc. | 1.122% | 1/28/27 | 12,077 | 11,097 | ||
Citigroup Inc. | 1.462% | 6/9/27 | 800 | 737 | ||
3 | Citigroup Inc. | 3.887% | 1/10/28 | 11,067 | 11,187 | |
3 | Citigroup Inc. | 3.070% | 2/24/28 | 5,435 | 5,304 | |
3 | Citizens Bank NA | 2.250% | 4/28/25 | 3,482 | 3,378 | |
3 | Citizens Bank NA | 3.750% | 2/18/26 | 6,571 | 6,709 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 2,169 | 2,137 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 3,964 | 3,731 | ||
CME Group Inc. | 3.000% | 3/15/25 | 9,533 | 9,604 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 3,958 | 4,027 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 2,174 | 2,266 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 7,675 | 8,015 | ||
3 | Comerica Bank | 2.500% | 7/23/24 | 3,604 | 3,556 | |
Comerica Inc. | 3.700% | 7/31/23 | 10,601 | 10,744 | ||
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 3,099 | 2,976 | ||
Cooperatieve Rabobank UA | 1.375% | 1/10/25 | 5,000 | 4,785 | ||
3 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 20,393 | 20,529 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 11,301 | 11,492 | ||
3 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 6,936 | 6,893 | |
2,5 | Corebridge Financial Inc. | 3.650% | 4/5/27 | 16,000 | 15,978 | |
Credit Suisse AG | 1.000% | 5/5/23 | 7,214 | 7,107 | ||
3 | Credit Suisse AG | 0.520% | 8/9/23 | 1,147 | 1,117 | |
Credit Suisse AG | 0.495% | 2/2/24 | 9,505 | 9,093 | ||
3 | Credit Suisse AG | 3.625% | 9/9/24 | 21,579 | 21,829 | |
Credit Suisse AG | 2.950% | 4/9/25 | 45,983 | 45,503 | ||
Credit Suisse AG | 1.250% | 8/7/26 | 19,195 | 17,547 | ||
Credit Suisse Group AG | 3.800% | 6/9/23 | 11,921 | 12,035 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 17,942 | 17,889 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 4,966 | 5,052 | ||
3 | Deutsche Bank AG | 0.962% | 11/8/23 | 12,367 | 12,016 | |
3 | Deutsche Bank AG | 3.700% | 5/30/24 | 19,220 | 19,306 | |
Deutsche Bank AG | 3.700% | 5/30/24 | 1,725 | 1,739 | ||
3 | Deutsche Bank AG | 2.222% | 9/18/24 | 15,303 | 14,978 | |
Deutsche Bank AG | 1.447% | 4/1/25 | 4,470 | 4,272 | ||
3 | Deutsche Bank AG | 3.961% | 11/26/25 | 2,232 | 2,231 | |
Deutsche Bank AG | 4.100% | 1/13/26 | 100 | 101 | ||
3 | Deutsche Bank AG | 4.100% | 1/13/26 | 3,300 | 3,325 | |
Deutsche Bank AG | 1.686% | 3/19/26 | 6,729 | 6,312 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 6,645 | 6,170 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 14,274 | 13,133 | ||
Deutsche Bank AG | 2.552% | 1/7/28 | 14,135 | 13,062 | ||
3 | Discover Bank | 4.200% | 8/8/23 | 12,361 | 12,574 | |
Discover Bank | 2.450% | 9/12/24 | 13,714 | 13,481 | ||
3 | Discover Bank | 4.250% | 3/13/26 | 3,131 | 3,215 | |
3 | Discover Bank | 3.450% | 7/27/26 | 531 | 529 | |
3 | Discover Bank | 4.682% | 8/9/28 | 11,110 | 11,262 | |
Discover Financial Services | 3.950% | 11/6/24 | 836 | 850 | ||
Discover Financial Services | 3.750% | 3/4/25 | 3,870 | 3,911 | ||
Discover Financial Services | 4.500% | 1/30/26 | 3,769 | 3,884 | ||
Discover Financial Services | 4.100% | 2/9/27 | 14,005 | 14,306 | ||
Eaton Vance Corp. | 3.625% | 6/15/23 | 1,850 | 1,872 | ||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 4,724 | 4,787 | ||
Fifth Third Bancorp | 1.625% | 5/5/23 | 1,712 | 1,696 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 13,247 | 13,549 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 10,962 | 11,103 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 6,194 | 6,060 | ||
3 | Fifth Third Bank NA | 3.850% | 3/15/26 | 14,216 | 14,458 | |
3 | Fifth Third Bank NA | 2.250% | 2/1/27 | 6,206 | 5,973 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
First American Financial Corp. | 4.600% | 11/15/24 | 1,619 | 1,666 | ||
First Horizon Corp. | 4.000% | 5/26/25 | 2,550 | 2,582 | ||
3 | First-Citizens Bank & Trust Co. | 2.969% | 9/27/25 | 2,755 | 2,730 | |
Franklin Resources Inc. | 2.850% | 3/30/25 | 4,829 | 4,822 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 6,186 | 6,265 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 3,467 | 3,457 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 3,193 | 3,095 | ||
FS KKR Capital Corp. | 2.625% | 1/15/27 | 2,264 | 2,082 | ||
GATX Corp. | 3.900% | 3/30/23 | 2,475 | 2,509 | ||
GATX Corp. | 3.250% | 3/30/25 | 2,525 | 2,504 | ||
GATX Corp. | 3.250% | 9/15/26 | 2,445 | 2,433 | ||
GATX Corp. | 3.850% | 3/30/27 | 3,397 | 3,456 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 12,645 | 12,672 | ||
Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | 3,290 | 3,288 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 3,424 | 3,284 | ||
3 | Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 31,481 | 31,100 | |
Goldman Sachs Group Inc. | 1.217% | 12/6/23 | 10,000 | 9,766 | ||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 21,361 | 21,643 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 14,325 | 14,620 | ||
Goldman Sachs Group Inc. | 3.000% | 3/15/24 | 10,000 | 9,989 | ||
3 | Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 9,780 | 9,948 | |
3 | Goldman Sachs Group Inc. | 0.657% | 9/10/24 | 11,815 | 11,433 | |
Goldman Sachs Group Inc. | 0.925% | 10/21/24 | 9,950 | 9,645 | ||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 6,645 | 6,711 | ||
Goldman Sachs Group Inc. | 1.757% | 1/24/25 | 24,850 | 24,233 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 37,705 | 38,011 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 21,042 | 21,372 | ||
3 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 38,546 | 38,560 | |
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 22,150 | 22,752 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 13,762 | 13,996 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 388 | 390 | ||
3 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 11,662 | 10,692 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 7,605 | 8,361 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 21,101 | 21,348 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 23,440 | 21,633 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 10,921 | 10,009 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 59,742 | 55,547 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 25,250 | 24,166 | ||
Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 24,274 | 24,275 | ||
Golub Capital BDC Inc. | 3.375% | 4/15/24 | 3,195 | 3,165 | ||
Golub Capital BDC Inc. | 2.500% | 8/24/26 | 4,000 | 3,682 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 1,635 | 1,700 | ||
HSBC Holdings plc | 3.600% | 5/25/23 | 16,367 | 16,558 | ||
HSBC Holdings plc | 4.250% | 3/14/24 | 16,062 | 16,302 | ||
3 | HSBC Holdings plc | 3.950% | 5/18/24 | 15,853 | 16,011 | |
HSBC Holdings plc | 0.732% | 8/17/24 | 13,275 | 12,847 | ||
HSBC Holdings plc | 1.162% | 11/22/24 | 14,330 | 13,845 | ||
3 | HSBC Holdings plc | 3.803% | 3/11/25 | 40,249 | 40,462 | |
HSBC Holdings plc | 0.976% | 5/24/25 | 765 | 726 | ||
HSBC Holdings plc | 4.250% | 8/18/25 | 5,625 | 5,691 | ||
3 | HSBC Holdings plc | 2.633% | 11/7/25 | 31,821 | 31,055 | |
HSBC Holdings plc | 4.300% | 3/8/26 | 26,305 | 27,019 | ||
HSBC Holdings plc | 2.999% | 3/10/26 | 11,009 | 10,797 | ||
3 | HSBC Holdings plc | 1.645% | 4/18/26 | 23,877 | 22,508 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 30,083 | 30,425 | ||
3 | HSBC Holdings plc | 2.099% | 6/4/26 | 33,042 | 31,414 | |
3 | HSBC Holdings plc | 4.292% | 9/12/26 | 10,843 | 10,995 | |
HSBC Holdings plc | 4.375% | 11/23/26 | 13,010 | 13,256 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
HSBC Holdings plc | 1.589% | 5/24/27 | 21,598 | 19,757 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 21,264 | 19,810 | ||
3 | HSBC Holdings plc | 4.041% | 3/13/28 | 19,991 | 20,072 | |
HSBC USA Inc. | 3.500% | 6/23/24 | 5,991 | 6,055 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 8,581 | 8,515 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 7,913 | 8,071 | ||
3 | Huntington National Bank | 3.550% | 10/6/23 | 1,883 | 1,905 | |
ING Groep NV | 4.100% | 10/2/23 | 12,104 | 12,307 | ||
ING Groep NV | 3.550% | 4/9/24 | 4,913 | 4,972 | ||
ING Groep NV | 3.869% | 3/28/26 | 5,895 | 5,924 | ||
ING Groep NV | 3.950% | 3/29/27 | 6,634 | 6,716 | ||
ING Groep NV | 1.726% | 4/1/27 | 1,465 | 1,353 | ||
ING Groep NV | 4.017% | 3/28/28 | 9,550 | 9,616 | ||
Intercontinental Exchange Inc. | 0.700% | 6/15/23 | 6,335 | 6,238 | ||
Intercontinental Exchange Inc. | 3.450% | 9/21/23 | 1,252 | 1,268 | ||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 5,601 | 5,728 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 7,205 | 7,381 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 5,414 | 5,511 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 400 | 408 | ||
5 | Jackson Financial Inc. | 1.125% | 11/22/23 | 4,938 | 4,791 | |
Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | 2,636 | 2,752 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 6,481 | 6,623 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 5,192 | 5,457 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 23,916 | 24,190 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 17,759 | 17,829 | ||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 14,790 | 15,116 | ||
3 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 33,545 | 33,886 | |
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 19,620 | 20,018 | ||
3 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 5,233 | 5,163 | |
3 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 19,888 | 20,118 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 13,568 | 13,860 | ||
3 | JPMorgan Chase & Co. | 0.653% | 9/16/24 | 18,283 | 17,778 | |
3 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 7,986 | 8,114 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 3,520 | 3,540 | ||
JPMorgan Chase & Co. | 0.563% | 2/16/25 | 1,938 | 1,855 | ||
3 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 19,418 | 19,496 | |
JPMorgan Chase & Co. | 0.824% | 6/1/25 | 21,334 | 20,362 | ||
JPMorgan Chase & Co. | 0.969% | 6/23/25 | 7,222 | 6,897 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 4,709 | 4,840 | ||
JPMorgan Chase & Co. | 0.768% | 8/9/25 | 815 | 773 | ||
3 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 23,307 | 22,773 | |
JPMorgan Chase & Co. | 1.561% | 12/10/25 | 20,150 | 19,287 | ||
JPMorgan Chase & Co. | 2.595% | 2/24/26 | 1,800 | 1,768 | ||
3 | JPMorgan Chase & Co. | 2.005% | 3/13/26 | 34,186 | 32,994 | |
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 150 | 151 | ||
3 | JPMorgan Chase & Co. | 2.083% | 4/22/26 | 67,145 | 64,719 | |
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 225 | 226 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 7,617 | 7,568 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 4,100 | 4,821 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 22,373 | 20,684 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 25,572 | 26,455 | ||
3 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 15,534 | 15,873 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 50,670 | 46,407 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 78,607 | 73,226 | ||
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 34,373 | 31,777 | ||
3 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 26,393 | 26,728 | |
JPMorgan Chase & Co. | 2.947% | 2/24/28 | 14,392 | 14,044 | ||
Kemper Corp. | 4.350% | 2/15/25 | 2,898 | 2,962 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | KeyBank NA | 0.433% | 6/14/24 | 6,616 | 6,449 | |
3 | KeyBank NA | 3.300% | 6/1/25 | 3,981 | 4,004 | |
3 | KeyCorp | 4.150% | 10/29/25 | 4,766 | 4,904 | |
Landesbank Baden-Wuerttemberg | 7.625% | 2/1/23 | 2,623 | 2,725 | ||
Lazard Group LLC | 3.750% | 2/13/25 | 3,615 | 3,651 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 2,495 | 2,485 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 3,934 | 4,149 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 2,632 | 2,678 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 3,625 | 3,640 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 4,283 | 4,354 | ||
3 | Lloyds Banking Group plc | 1.326% | 6/15/23 | 20,870 | 20,821 | |
Lloyds Banking Group plc | 4.050% | 8/16/23 | 15,653 | 15,928 | ||
Lloyds Banking Group plc | 3.900% | 3/12/24 | 2,235 | 2,270 | ||
Lloyds Banking Group plc | 0.695% | 5/11/24 | 7,300 | 7,112 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 6,862 | 7,017 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 1,267 | 1,298 | ||
3 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 34,954 | 35,280 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 325 | 332 | ||
3 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 7,465 | 7,209 | |
Lloyds Banking Group plc | 3.511% | 3/18/26 | 6,200 | 6,171 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 9,704 | 9,926 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 2,335 | 2,341 | ||
Lloyds Banking Group plc | 1.627% | 5/11/27 | 550 | 505 | ||
Lloyds Banking Group plc | 3.750% | 3/18/28 | 11,200 | 11,164 | ||
Loews Corp. | 2.625% | 5/15/23 | 5,085 | 5,094 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 14,286 | 14,440 | ||
Main Street Capital Corp. | 5.200% | 5/1/24 | 4,250 | 4,337 | ||
Main Street Capital Corp. | 3.000% | 7/14/26 | 3,906 | 3,636 | ||
3 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 5,406 | 5,380 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 3,687 | 3,793 | ||
3 | Manulife Financial Corp. | 4.061% | 2/24/32 | 5,182 | 5,168 | |
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 2,000 | 2,031 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 9,692 | 9,898 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 4,756 | 4,827 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 7,774 | 7,878 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 4,009 | 4,096 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 6,138 | 6,247 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 5,934 | 5,839 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 7,100 | 7,148 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 10,231 | 10,439 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 3,160 | 3,247 | ||
3 | MetLife Inc. | 4.368% | 9/15/23 | 10,498 | 10,809 | |
MetLife Inc. | 3.600% | 4/10/24 | 7,822 | 7,967 | ||
MetLife Inc. | 3.000% | 3/1/25 | 3,945 | 3,956 | ||
MetLife Inc. | 3.600% | 11/13/25 | 5,769 | 5,882 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 22,514 | 22,861 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,791 | 3,784 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 12,675 | 12,794 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 5,557 | 5,522 | ||
3 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 11,819 | 11,448 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 29,466 | 28,525 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 7,292 | 6,830 | ||
Mitsubishi UFJ Financial Group Inc. | 0.953% | 7/19/25 | 16,068 | 15,249 | ||
Mitsubishi UFJ Financial Group Inc. | 0.962% | 10/11/25 | 150 | 141 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 5,100 | 5,166 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 5,417 | 5,260 | ||
Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 39,318 | 36,137 | ||
Mitsubishi UFJ Financial Group Inc. | 1.640% | 10/13/27 | 19,465 | 17,895 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | 6,090 | 5,754 | ||
3 | Mizuho Financial Group Inc. | 1.241% | 7/10/24 | 7,144 | 6,995 | |
3 | Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 4,521 | 4,383 | |
3 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 8,777 | 8,878 | |
3 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 2,497 | 2,465 | |
3 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 3,326 | 3,259 | |
Mizuho Financial Group Inc. | 2.651% | 5/22/26 | 5,050 | 4,919 | ||
3 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 7,227 | 6,934 | |
Mizuho Financial Group Inc. | 2.839% | 9/13/26 | 6,614 | 6,436 | ||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 3,545 | 3,560 | ||
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 895 | 813 | ||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 10,160 | 9,336 | ||
3 | Morgan Stanley | 4.100% | 5/22/23 | 19,767 | 20,121 | |
Morgan Stanley | 0.731% | 4/5/24 | 21,964 | 21,514 | ||
3 | Morgan Stanley | 3.737% | 4/24/24 | 20,599 | 20,804 | |
3 | Morgan Stanley | 3.875% | 4/29/24 | 37,519 | 38,282 | |
3 | Morgan Stanley | 3.700% | 10/23/24 | 16,927 | 17,229 | |
3 | Morgan Stanley | 0.791% | 1/22/25 | 300 | 288 | |
Morgan Stanley | 0.790% | 5/30/25 | 47,527 | 45,161 | ||
3 | Morgan Stanley | 2.720% | 7/22/25 | 8,105 | 8,019 | |
3 | Morgan Stanley | 4.000% | 7/23/25 | 14,374 | 14,729 | |
3 | Morgan Stanley | 0.864% | 10/21/25 | 5,002 | 4,718 | |
3 | Morgan Stanley | 1.164% | 10/21/25 | 2,484 | 2,361 | |
Morgan Stanley | 5.000% | 11/24/25 | 7,558 | 7,967 | ||
3 | Morgan Stanley | 3.875% | 1/27/26 | 22,859 | 23,293 | |
Morgan Stanley | 2.630% | 2/18/26 | 10,800 | 10,602 | ||
3 | Morgan Stanley | 2.188% | 4/28/26 | 63,100 | 61,043 | |
3 | Morgan Stanley | 3.125% | 7/27/26 | 9,037 | 8,957 | |
3 | Morgan Stanley | 6.250% | 8/9/26 | 670 | 745 | |
3 | Morgan Stanley | 4.350% | 9/8/26 | 18,627 | 19,215 | |
Morgan Stanley | 0.985% | 12/10/26 | 20,314 | 18,682 | ||
Morgan Stanley | 3.625% | 1/20/27 | 6,637 | 6,700 | ||
Morgan Stanley | 1.593% | 5/4/27 | 32,693 | 30,392 | ||
3 | Morgan Stanley | 1.512% | 7/20/27 | 54,810 | 50,512 | |
Morgan Stanley | 2.475% | 1/21/28 | 28,935 | 27,594 | ||
Nasdaq Inc. | 4.250% | 6/1/24 | 2,868 | 2,957 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 2,066 | 2,115 | ||
National Australia Bank Ltd. | 2.875% | 4/12/23 | 4,700 | 4,732 | ||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 6,065 | 6,151 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 818 | 828 | ||
3 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 18,680 | 18,247 | |
3 | National Bank of Canada | 0.550% | 11/15/24 | 4,250 | 4,090 | |
NatWest Group plc | 3.875% | 9/12/23 | 23,461 | 23,694 | ||
NatWest Group plc | 6.000% | 12/19/23 | 8,174 | 8,506 | ||
3 | NatWest Group plc | 2.359% | 5/22/24 | 17,644 | 17,504 | |
NatWest Group plc | 5.125% | 5/28/24 | 15,717 | 16,143 | ||
3 | NatWest Group plc | 4.519% | 6/25/24 | 17,582 | 17,856 | |
3 | NatWest Group plc | 4.269% | 3/22/25 | 3,605 | 3,648 | |
NatWest Group plc | 4.800% | 4/5/26 | 4,580 | 4,737 | ||
3 | NatWest Group plc | 3.754% | 11/1/29 | 1,745 | 1,730 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 12,780 | 12,453 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 16,501 | 15,574 | ||
Nomura Holdings Inc. | 1.653% | 7/14/26 | 100 | 92 | ||
Nomura Holdings Inc. | 2.329% | 1/22/27 | 15,860 | 14,842 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 4,614 | 4,752 | ||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 2,700 | 2,636 | ||
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 2,401 | 2,201 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 3,780 | 3,911 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Old Republic International Corp. | 3.875% | 8/26/26 | 4,156 | 4,200 | ||
ORIX Corp. | 3.250% | 12/4/24 | 3,377 | 3,386 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 2,680 | 2,741 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 5,463 | 5,377 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 5,943 | 5,760 | ||
Owl Rock Capital Corp. | 4.250% | 1/15/26 | 2,733 | 2,672 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 7,000 | 6,594 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 4,545 | 4,093 | ||
5 | OWL Rock Core Income Corp. | 5.500% | 3/21/25 | 2,180 | 2,174 | |
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 700 | 632 | ||
People's United Bank NA | 4.000% | 7/15/24 | 550 | 557 | ||
3 | PNC Bank NA | 3.500% | 6/8/23 | 6,300 | 6,375 | |
PNC Bank NA | 3.800% | 7/25/23 | 4,848 | 4,918 | ||
3 | PNC Bank NA | 3.300% | 10/30/24 | 17,449 | 17,634 | |
3 | PNC Bank NA | 2.950% | 2/23/25 | 6,450 | 6,460 | |
3 | PNC Bank NA | 3.875% | 4/10/25 | 3,775 | 3,844 | |
3 | PNC Bank NA | 3.250% | 6/1/25 | 1,392 | 1,410 | |
3 | PNC Bank NA | 4.200% | 11/1/25 | 5,266 | 5,438 | |
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 8,339 | 8,468 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 10,245 | 10,453 | ||
PNC Financial Services Group Inc. | 2.200% | 11/1/24 | 1,857 | 1,833 | ||
PNC Financial Services Group Inc. | 1.150% | 8/13/26 | 6,143 | 5,679 | ||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 4,724 | 4,757 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 2,186 | 2,194 | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 376 | 383 | ||
Prospect Capital Corp. | 3.706% | 1/22/26 | 3,781 | 3,546 | ||
Prospect Capital Corp. | 3.364% | 11/15/26 | 1,315 | 1,205 | ||
3 | Prudential Financial Inc. | 1.500% | 3/10/26 | 157 | 148 | |
3 | Prudential Financial Inc. | 5.625% | 6/15/43 | 7,882 | 7,984 | |
3 | Prudential Financial Inc. | 5.200% | 3/15/44 | 6,260 | 6,240 | |
3 | Prudential Financial Inc. | 5.375% | 5/15/45 | 4,901 | 4,919 | |
Regions Financial Corp. | 2.250% | 5/18/25 | 6,134 | 5,973 | ||
3 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 3,565 | 3,654 | |
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 662 | 677 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 3,476 | 3,523 | ||
3 | Royal Bank of Canada | 1.600% | 4/17/23 | 12,524 | 12,452 | |
3 | Royal Bank of Canada | 3.700% | 10/5/23 | 12,818 | 13,043 | |
3 | Royal Bank of Canada | 0.500% | 10/26/23 | 9,440 | 9,152 | |
3 | Royal Bank of Canada | 0.425% | 1/19/24 | 7,115 | 6,867 | |
3 | Royal Bank of Canada | 2.550% | 7/16/24 | 11,674 | 11,617 | |
Royal Bank of Canada | 0.650% | 7/29/24 | 973 | 926 | ||
3 | Royal Bank of Canada | 2.250% | 11/1/24 | 23,427 | 23,106 | |
3 | Royal Bank of Canada | 1.600% | 1/21/25 | 3,550 | 3,422 | |
3 | Royal Bank of Canada | 1.150% | 6/10/25 | 15,625 | 14,738 | |
3 | Royal Bank of Canada | 0.875% | 1/20/26 | 12,150 | 11,172 | |
3 | Royal Bank of Canada | 4.650% | 1/27/26 | 14,604 | 15,234 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 16,129 | 14,947 | ||
3 | Royal Bank of Canada | 1.150% | 7/14/26 | 6,990 | 6,415 | |
3 | Royal Bank of Canada | 1.400% | 11/2/26 | 16,090 | 14,857 | |
3 | Royal Bank of Canada | 2.050% | 1/21/27 | 3,000 | 2,847 | |
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 9,806 | 9,832 | ||
Santander Holdings USA Inc. | 3.450% | 6/2/25 | 2,118 | 2,111 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 10,380 | 10,617 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 19,036 | 18,555 | ||
Santander Holdings USA Inc. | 2.490% | 1/6/28 | 7,035 | 6,572 | ||
3 | Santander UK Group Holdings plc | 4.796% | 11/15/24 | 6,975 | 7,131 | |
Santander UK Group Holdings plc | 1.089% | 3/15/25 | 6,725 | 6,394 | ||
3 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 6,400 | 5,902 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Santander UK Group Holdings plc | 1.673% | 6/14/27 | 9,685 | 8,816 | ||
Santander UK Group Holdings plc | 2.469% | 1/11/28 | 6,890 | 6,413 | ||
Santander UK plc | 4.000% | 3/13/24 | 12,772 | 13,036 | ||
Santander UK plc | 2.875% | 6/18/24 | 3,432 | 3,413 | ||
3 | Signature Bank | 4.000% | 10/15/30 | 3,100 | 3,067 | |
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 1,137 | 1,135 | ||
Sixth Street Specialty Lending Inc. | 2.500% | 8/1/26 | 2,842 | 2,622 | ||
State Street Corp. | 3.100% | 5/15/23 | 6,642 | 6,699 | ||
State Street Corp. | 3.700% | 11/20/23 | 12,110 | 12,379 | ||
3 | State Street Corp. | 3.776% | 12/3/24 | 6,953 | 7,078 | |
State Street Corp. | 3.300% | 12/16/24 | 14,594 | 14,811 | ||
State Street Corp. | 3.550% | 8/18/25 | 10,431 | 10,619 | ||
3 | State Street Corp. | 2.354% | 11/1/25 | 7,985 | 7,869 | |
State Street Corp. | 2.901% | 3/30/26 | 6,907 | 6,869 | ||
State Street Corp. | 2.650% | 5/19/26 | 573 | 569 | ||
State Street Corp. | 2.203% | 2/7/28 | 5,000 | 4,797 | ||
Stifel Financial Corp. | 4.250% | 7/18/24 | 2,335 | 2,383 | ||
3 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 1,745 | 1,757 | |
3 | Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 5,205 | 5,234 | |
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 6,445 | 6,531 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 10,774 | 10,955 | ||
Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | 4,165 | 4,005 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 16,053 | 15,902 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 6,376 | 6,258 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 8,341 | 8,114 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 38,296 | 36,000 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 8,196 | 7,493 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 8,913 | 9,036 | ||
Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 17,325 | 15,869 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 16,399 | 16,094 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 19,019 | 19,020 | ||
Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | 14,344 | 13,550 | ||
SVB Financial Group | 3.500% | 1/29/25 | 2,520 | 2,533 | ||
SVB Financial Group | 1.800% | 10/28/26 | 6,225 | 5,788 | ||
3 | Svenska Handelsbanken AB | 3.900% | 11/20/23 | 11,103 | 11,339 | |
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 5,023 | 5,717 | ||
Synchrony Financial | 4.375% | 3/19/24 | 5,467 | 5,562 | ||
Synchrony Financial | 4.250% | 8/15/24 | 10,219 | 10,370 | ||
Synchrony Financial | 4.500% | 7/23/25 | 4,224 | 4,313 | ||
Synchrony Financial | 3.700% | 8/4/26 | 2,787 | 2,761 | ||
3 | Toronto-Dominion Bank | 0.300% | 6/2/23 | 14,831 | 14,490 | |
3 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 4,313 | 4,233 | |
3 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 13,629 | 13,854 | |
3 | Toronto-Dominion Bank | 0.450% | 9/11/23 | 11,225 | 10,914 | |
Toronto-Dominion Bank | 0.550% | 3/4/24 | 473 | 455 | ||
3 | Toronto-Dominion Bank | 2.350% | 3/8/24 | 4,650 | 4,622 | |
3 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 11,416 | 11,552 | |
3 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 29,223 | 29,194 | |
Toronto-Dominion Bank | 1.250% | 12/13/24 | 9,725 | 9,341 | ||
3 | Toronto-Dominion Bank | 1.450% | 1/10/25 | 6,750 | 6,479 | |
3 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 3,124 | 2,944 | |
3 | Toronto-Dominion Bank | 0.750% | 9/11/25 | 22,942 | 21,175 | |
3 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 4,365 | 4,006 | |
3 | Toronto-Dominion Bank | 1.200% | 6/3/26 | 2,535 | 2,341 | |
3 | Toronto-Dominion Bank | 1.250% | 9/10/26 | 13,337 | 12,282 | |
3 | Toronto-Dominion Bank | 1.950% | 1/12/27 | 6,000 | 5,687 | |
3 | Toronto-Dominion Bank | 2.800% | 3/10/27 | 9,080 | 8,935 | |
Trinity Acquisition plc | 4.400% | 3/15/26 | 5,213 | 5,379 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Truist Bank | 2.750% | 5/1/23 | 2,692 | 2,706 | |
3 | Truist Bank | 3.200% | 4/1/24 | 12,816 | 12,963 | |
3 | Truist Bank | 3.689% | 8/2/24 | 11,422 | 11,579 | |
3 | Truist Bank | 2.150% | 12/6/24 | 8,564 | 8,427 | |
3 | Truist Bank | 1.500% | 3/10/25 | 10,224 | 9,829 | |
3 | Truist Bank | 3.625% | 9/16/25 | 13,907 | 14,073 | |
3 | Truist Bank | 3.800% | 10/30/26 | 3,181 | 3,251 | |
3 | Truist Financial Corp. | 3.750% | 12/6/23 | 8,772 | 8,941 | |
3 | Truist Financial Corp. | 2.500% | 8/1/24 | 2,235 | 2,220 | |
3 | Truist Financial Corp. | 2.850% | 10/26/24 | 14,952 | 14,950 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 15,955 | 16,387 | ||
3 | Truist Financial Corp. | 3.700% | 6/5/25 | 2,528 | 2,570 | |
3 | Truist Financial Corp. | 1.267% | 3/2/27 | 9,171 | 8,516 | |
Unum Group | 4.000% | 3/15/24 | 2,655 | 2,699 | ||
3 | US Bancorp | 3.700% | 1/30/24 | 7,657 | 7,827 | |
US Bancorp | 3.375% | 2/5/24 | 9,630 | 9,765 | ||
US Bancorp | 2.400% | 7/30/24 | 10,330 | 10,266 | ||
3 | US Bancorp | 3.600% | 9/11/24 | 1,934 | 1,966 | |
US Bancorp | 1.450% | 5/12/25 | 11,700 | 11,200 | ||
3 | US Bancorp | 3.950% | 11/17/25 | 2,670 | 2,762 | |
3 | US Bancorp | 3.100% | 4/27/26 | 12,178 | 12,186 | |
3 | US Bancorp | 2.375% | 7/22/26 | 9,238 | 9,020 | |
3 | US Bank NA | 3.400% | 7/24/23 | 8,205 | 8,307 | |
3 | US Bank NA | 2.050% | 1/21/25 | 6,900 | 6,751 | |
3 | US Bank NA | 2.800% | 1/27/25 | 8,299 | 8,281 | |
Visa Inc. | 3.150% | 12/14/25 | 34,875 | 35,277 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 5,000 | 5,031 | ||
3 | Voya Financial Inc. | 5.650% | 5/15/53 | 5,225 | 5,253 | |
Wachovia Corp. | 7.574% | 8/1/26 | 1,399 | 1,591 | ||
Wells Fargo & Co. | 4.125% | 8/15/23 | 6,945 | 7,093 | ||
Wells Fargo & Co. | 4.480% | 1/16/24 | 3,168 | 3,261 | ||
3 | Wells Fargo & Co. | 3.750% | 1/24/24 | 14,367 | 14,634 | |
3 | Wells Fargo & Co. | 1.654% | 6/2/24 | 27,934 | 27,601 | |
3 | Wells Fargo & Co. | 3.300% | 9/9/24 | 3,296 | 3,331 | |
3 | Wells Fargo & Co. | 3.000% | 2/19/25 | 22,644 | 22,647 | |
3 | Wells Fargo & Co. | 3.550% | 9/29/25 | 25,766 | 26,119 | |
3 | Wells Fargo & Co. | 2.406% | 10/30/25 | 38,029 | 37,267 | |
3 | Wells Fargo & Co. | 2.164% | 2/11/26 | 49,243 | 47,650 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 27,678 | 27,436 | ||
3 | Wells Fargo & Co. | 2.188% | 4/30/26 | 36,316 | 35,062 | |
3 | Wells Fargo & Co. | 4.100% | 6/3/26 | 9,445 | 9,688 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 33,814 | 33,356 | ||
3 | Wells Fargo & Co. | 3.196% | 6/17/27 | 1,170 | 1,156 | |
Western Alliance Bancorp | 3.000% | 6/15/31 | 1,720 | 1,638 | ||
Western Union Co. | 4.250% | 6/9/23 | 963 | 976 | ||
Western Union Co. | 2.850% | 1/10/25 | 6,289 | 6,214 | ||
Western Union Co. | 1.350% | 3/15/26 | 4,825 | 4,457 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 14,488 | 14,709 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 11,256 | 11,410 | ||
Westpac Banking Corp. | 1.019% | 11/18/24 | 10,450 | 10,000 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 19,234 | 18,898 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 21,455 | 21,276 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 5,707 | 5,759 | ||
3 | Westpac Banking Corp. | 2.894% | 2/4/30 | 9,836 | 9,493 | |
3 | Westpac Banking Corp. | 4.322% | 11/23/31 | 2,519 | 2,533 | |
Willis North America Inc. | 3.600% | 5/15/24 | 2,993 | 3,009 | ||
XLIT Ltd. | 4.450% | 3/31/25 | 5,541 | 5,688 | ||
7,393,304 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Health Care (2.2%) | ||||||
Abbott Laboratories | 3.400% | 11/30/23 | 5,382 | 5,470 | ||
Abbott Laboratories | 2.950% | 3/15/25 | 1,560 | 1,571 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 9,346 | 9,665 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 12,653 | 13,132 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 13,199 | 13,271 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 12,197 | 12,438 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 20,117 | 20,511 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 33,255 | 33,024 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 24,562 | 25,068 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 35,657 | 36,190 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 2,252 | 2,258 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 44,393 | 44,036 | ||
Aetna Inc. | 2.800% | 6/15/23 | 5,938 | 5,964 | ||
Aetna Inc. | 3.500% | 11/15/24 | 3,558 | 3,596 | ||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 3,529 | 3,582 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 3,703 | 3,659 | ||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 11,859 | 11,964 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 4,092 | 4,087 | ||
Amgen Inc. | 2.250% | 8/19/23 | 5,050 | 5,049 | ||
Amgen Inc. | 3.625% | 5/22/24 | 6,858 | 6,986 | ||
Amgen Inc. | 1.900% | 2/21/25 | 8,123 | 7,899 | ||
Amgen Inc. | 3.125% | 5/1/25 | 2,005 | 2,019 | ||
Amgen Inc. | 2.600% | 8/19/26 | 2,500 | 2,467 | ||
Amgen Inc. | 2.200% | 2/21/27 | 24,487 | 23,537 | ||
Anthem Inc. | 3.500% | 8/15/24 | 19,160 | 19,432 | ||
Anthem Inc. | 3.350% | 12/1/24 | 11,417 | 11,513 | ||
Anthem Inc. | 2.375% | 1/15/25 | 10,711 | 10,568 | ||
Anthem Inc. | 1.500% | 3/15/26 | 3,815 | 3,597 | ||
AstraZeneca Finance LLC | 0.700% | 5/28/24 | 9,845 | 9,443 | ||
AstraZeneca Finance LLC | 1.200% | 5/28/26 | 22,673 | 21,122 | ||
AstraZeneca plc | 0.300% | 5/26/23 | 6,625 | 6,484 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 7,596 | 7,709 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 18,188 | 18,461 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 10,694 | 9,787 | ||
Baxalta Inc. | 3.600% | 6/23/22 | 1,146 | 1,147 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 10,650 | 10,856 | ||
5 | Baxter International Inc. | 0.868% | 12/1/23 | 10,066 | 9,747 | |
5 | Baxter International Inc. | 1.322% | 11/29/24 | 11,640 | 11,111 | |
Baxter International Inc. | 2.600% | 8/15/26 | 6,209 | 6,033 | ||
5 | Baxter International Inc. | 1.915% | 2/1/27 | 6,935 | 6,485 | |
Becton Dickinson & Co. | 3.363% | 6/6/24 | 16,323 | 16,468 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 3,634 | 3,695 | ||
Biogen Inc. | 4.050% | 9/15/25 | 11,232 | 11,543 | ||
Bio-Rad Laboratories Inc. | 3.300% | 3/15/27 | 3,250 | 3,209 | ||
Boston Scientific Corp. | 3.450% | 3/1/24 | 5,043 | 5,103 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 11,301 | 10,845 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 4,225 | 4,279 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 39,622 | 39,913 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 5,278 | 4,906 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 15,397 | 15,628 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 8,532 | 8,544 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 2,927 | 2,967 | ||
3 | Cigna Corp. | 3.000% | 7/15/23 | 9,442 | 9,496 | |
Cigna Corp. | 3.750% | 7/15/23 | 1,002 | 1,017 | ||
Cigna Corp. | 0.613% | 3/15/24 | 3,688 | 3,542 | ||
3 | Cigna Corp. | 3.500% | 6/15/24 | 5,606 | 5,671 | |
3 | Cigna Corp. | 3.250% | 4/15/25 | 13,019 | 13,072 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Cigna Corp. | 4.125% | 11/15/25 | 22,497 | 23,203 | ||
3 | Cigna Corp. | 4.500% | 2/25/26 | 13,170 | 13,776 | |
Cigna Corp. | 1.250% | 3/15/26 | 6,075 | 5,668 | ||
3 | Cigna Corp. | 3.400% | 3/1/27 | 18,568 | 18,728 | |
CommonSpirit Health | 2.760% | 10/1/24 | 6,289 | 6,237 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 5,806 | 5,447 | ||
CVS Health Corp. | 3.375% | 8/12/24 | 7,704 | 7,798 | ||
CVS Health Corp. | 2.625% | 8/15/24 | 11,756 | 11,719 | ||
CVS Health Corp. | 4.100% | 3/25/25 | 200 | 205 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 30,606 | 31,235 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 22,126 | 21,950 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 4,175 | 4,150 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 3,000 | 3,049 | ||
Danaher Corp. | 3.350% | 9/15/25 | 1,746 | 1,756 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 5,289 | 5,187 | ||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 10,290 | 10,314 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 6,186 | 6,038 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 8,884 | 9,042 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 10,070 | 10,210 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 22,958 | 23,384 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 12,290 | 12,179 | ||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 12,331 | 12,493 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 8,484 | 8,666 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 10,974 | 10,684 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 9,086 | 9,159 | ||
HCA Inc. | 4.750% | 5/1/23 | 12,380 | 12,703 | ||
HCA Inc. | 5.000% | 3/15/24 | 17,696 | 18,343 | ||
HCA Inc. | 5.250% | 4/15/25 | 15,198 | 15,984 | ||
HCA Inc. | 5.250% | 6/15/26 | 8,208 | 8,669 | ||
HCA Inc. | 4.500% | 2/15/27 | 1,905 | 1,968 | ||
5 | HCA Inc. | 3.125% | 3/15/27 | 12,640 | 12,350 | |
Humana Inc. | 0.650% | 8/3/23 | 4,816 | 4,698 | ||
Humana Inc. | 3.850% | 10/1/24 | 6,006 | 6,116 | ||
Humana Inc. | 4.500% | 4/1/25 | 5,000 | 5,170 | ||
Humana Inc. | 3.950% | 3/15/27 | 2,150 | 2,188 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 8,979 | 9,146 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 3,858 | 3,878 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 9,115 | 8,515 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 10,448 | 10,393 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 12,323 | 12,444 | ||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,000 | 2,028 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 6,824 | 6,860 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 7,067 | 6,935 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 3,804 | 3,844 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 4,815 | 4,489 | ||
McKesson Corp. | 3.796% | 3/15/24 | 5,374 | 5,450 | ||
McKesson Corp. | 0.900% | 12/3/25 | 5,186 | 4,763 | ||
Medtronic Inc. | 3.500% | 3/15/25 | 16,145 | 16,485 | ||
Merck & Co. Inc. | 2.800% | 5/18/23 | 12,207 | 12,302 | ||
Merck & Co. Inc. | 2.900% | 3/7/24 | 6,624 | 6,689 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 16,779 | 16,831 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 10,765 | 10,041 | ||
Mylan Inc. | 4.200% | 11/29/23 | 5,900 | 6,001 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 17,556 | 17,881 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 8,601 | 8,395 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 6,237 | 6,272 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 15,941 | 15,361 | ||
3 | PeaceHealth Obligated Group | 1.375% | 11/15/25 | 1,770 | 1,669 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
PerkinElmer Inc. | 0.550% | 9/15/23 | 4,000 | 3,886 | ||
PerkinElmer Inc. | 0.850% | 9/15/24 | 5,100 | 4,841 | ||
Pfizer Inc. | 3.000% | 6/15/23 | 8,397 | 8,488 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 6,063 | 6,150 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 5,181 | 5,238 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 7,823 | 7,977 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 3,700 | 3,495 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 11,295 | 11,293 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 7,821 | 7,890 | ||
3 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 1,162 | 1,151 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 200 | 205 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 5,147 | 5,198 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 7,504 | 7,571 | ||
Royalty Pharma plc | 0.750% | 9/2/23 | 8,943 | 8,693 | ||
Royalty Pharma plc | 1.200% | 9/2/25 | 8,018 | 7,419 | ||
Sanofi | 3.375% | 6/19/23 | 6,833 | 6,918 | ||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 8,221 | 8,252 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 24,127 | 24,164 | ||
3 | SSM Health Care Corp. | 3.688% | 6/1/23 | 2,500 | 2,523 | |
Stryker Corp. | 0.600% | 12/1/23 | 2,608 | 2,525 | ||
Stryker Corp. | 3.375% | 5/15/24 | 4,540 | 4,587 | ||
Stryker Corp. | 1.150% | 6/15/25 | 2,164 | 2,039 | ||
Stryker Corp. | 3.375% | 11/1/25 | 5,810 | 5,858 | ||
Stryker Corp. | 3.500% | 3/15/26 | 725 | 734 | ||
3 | Sutter Health | 1.321% | 8/15/25 | 2,580 | 2,415 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 16,704 | 17,114 | ||
Thermo Fisher Scientific Inc. | 0.797% | 10/18/23 | 9,000 | 8,787 | ||
Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | 16,220 | 15,598 | ||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 8,971 | 9,114 | ||
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 3,381 | 3,441 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 5,339 | 5,315 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 15,811 | 16,260 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 6,220 | 6,392 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 653 | 615 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 2,100 | 2,120 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 13,171 | 12,294 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 3,560 | 3,652 | ||
5 | Universal Health Services Inc. | 1.650% | 9/1/26 | 2,625 | 2,407 | |
3 | UPMC | 3.600% | 4/3/25 | 4,150 | 4,185 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 22,100 | 21,960 | ||
Viatris Inc. | 1.650% | 6/22/25 | 6,900 | 6,423 | ||
Wyeth LLC | 7.250% | 3/1/23 | 1,000 | 1,045 | ||
Wyeth LLC | 6.450% | 2/1/24 | 4,717 | 5,049 | ||
Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | 5,145 | 4,933 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 11,716 | 11,621 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 328 | 343 | ||
1,486,152 | ||||||
Industrials (1.7%) | ||||||
3 | 3M Co. | 3.250% | 2/14/24 | 12,640 | 12,813 | |
3M Co. | 2.000% | 2/14/25 | 6,730 | 6,585 | ||
3M Co. | 2.650% | 4/15/25 | 4,100 | 4,074 | ||
3 | 3M Co. | 3.000% | 8/7/25 | 8,375 | 8,413 | |
3 | 3M Co. | 2.250% | 9/19/26 | 2,674 | 2,601 | |
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 3,362 | 3,319 | ||
Amphenol Corp. | 3.200% | 4/1/24 | 3,030 | 3,048 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 3,050 | 2,968 | ||
3 | BNSF Funding Trust I | 6.613% | 12/15/55 | 3,689 | 3,911 | |
Boeing Co. | 2.800% | 3/1/23 | 7,346 | 7,363 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Boeing Co. | 4.508% | 5/1/23 | 27,899 | 28,376 | ||
Boeing Co. | 1.875% | 6/15/23 | 8,040 | 7,956 | ||
Boeing Co. | 1.950% | 2/1/24 | 8,890 | 8,704 | ||
Boeing Co. | 1.433% | 2/4/24 | 22,200 | 21,478 | ||
Boeing Co. | 2.800% | 3/1/24 | 1,400 | 1,393 | ||
Boeing Co. | 2.850% | 10/30/24 | 6,550 | 6,461 | ||
Boeing Co. | 4.875% | 5/1/25 | 29,877 | 30,853 | ||
Boeing Co. | 2.600% | 10/30/25 | 4,884 | 4,715 | ||
Boeing Co. | 2.750% | 2/1/26 | 6,675 | 6,478 | ||
Boeing Co. | 2.196% | 2/4/26 | 49,662 | 46,988 | ||
Boeing Co. | 3.100% | 5/1/26 | 5,049 | 4,956 | ||
Boeing Co. | 2.250% | 6/15/26 | 10,051 | 9,478 | ||
Boeing Co. | 2.700% | 2/1/27 | 9,874 | 9,483 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 8,493 | 8,632 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 5,620 | 5,730 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 1,868 | 1,900 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 9,129 | 9,195 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 4,969 | 5,083 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 4,427 | 4,387 | ||
Canadian Pacific Railway Co. | 1.350% | 12/2/24 | 13,000 | 12,488 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 5,246 | 5,230 | ||
Canadian Pacific Railway Co. | 1.750% | 12/2/26 | 8,690 | 8,203 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 18,955 | 18,419 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 16,505 | 15,757 | ||
3 | Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 4,553 | 4,611 | |
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 8,358 | 8,195 | ||
3 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 3,805 | 3,710 | |
3 | Caterpillar Financial Services Corp. | 3.750% | 11/24/23 | 7,161 | 7,338 | |
3 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 7,554 | 7,710 | |
3 | Caterpillar Financial Services Corp. | 0.950% | 1/10/24 | 8,700 | 8,480 | |
3 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 4,342 | 4,365 | |
3 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 4,085 | 4,149 | |
3 | Caterpillar Financial Services Corp. | 0.600% | 9/13/24 | 4,315 | 4,113 | |
3 | Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 13,856 | 13,730 | |
3 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 8,203 | 8,332 | |
3 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 3,700 | 3,554 | |
3 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 5,030 | 4,675 | |
Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | 8,531 | 7,931 | ||
3 | Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 4,500 | 4,179 | |
3 | Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | 9,086 | 8,605 | |
Caterpillar Inc. | 3.400% | 5/15/24 | 16,287 | 16,556 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 6,458 | 6,395 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 4,679 | 4,782 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 4,370 | 4,139 | ||
CNH Industrial NV | 4.500% | 8/15/23 | 6,255 | 6,389 | ||
3 | Continental Airlines Pass-Through Trust Class A Series 2007-1 | 5.983% | 4/19/22 | 379 | 376 | |
3 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 4,223 | 4,216 | |
Crane Co. | 4.450% | 12/15/23 | 2,500 | 2,557 | ||
CSX Corp. | 3.400% | 8/1/24 | 4,344 | 4,401 | ||
CSX Corp. | 3.350% | 11/1/25 | 8,285 | 8,355 | ||
CSX Corp. | 2.600% | 11/1/26 | 5,000 | 4,901 | ||
Cummins Inc. | 3.650% | 10/1/23 | 6,221 | 6,308 | ||
Cummins Inc. | 0.750% | 9/1/25 | 2,396 | 2,225 | ||
Deere & Co. | 2.750% | 4/15/25 | 5,514 | 5,504 | ||
5 | Delta Air Lines Inc. | 7.000% | 5/1/25 | 5,843 | 6,254 | |
5 | Delta Air Lines Inc. | 4.500% | 10/20/25 | 3,600 | 3,626 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 2,900 | 2,896 | |
Dover Corp. | 3.150% | 11/15/25 | 3,871 | 3,862 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 854 | 859 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 3,700 | 3,400 | ||
FedEx Corp. | 3.250% | 4/1/26 | 1,260 | 1,276 | ||
Fortive Corp. | 3.150% | 6/15/26 | 4,628 | 4,613 | ||
General Dynamics Corp. | 3.375% | 5/15/23 | 5,189 | 5,250 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 5,907 | 5,874 | ||
General Dynamics Corp. | 2.375% | 11/15/24 | 6,170 | 6,126 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 5,000 | 5,056 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 2,393 | 2,437 | ||
General Electric Co. | 2.700% | 10/9/22 | 1,075 | 1,081 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 10,170 | 10,128 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 8,744 | 8,400 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 11,728 | 11,571 | ||
Honeywell International Inc. | 1.100% | 3/1/27 | 1,446 | 1,333 | ||
5 | Huntington Ingalls Industries Inc. | 0.670% | 8/16/23 | 2,000 | 1,942 | |
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 5,075 | 5,130 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 5,260 | 5,349 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 8,016 | 7,928 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 5,498 | 5,619 | ||
3 | John Deere Capital Corp. | 1.200% | 4/6/23 | 1,350 | 1,336 | |
3 | John Deere Capital Corp. | 3.450% | 6/7/23 | 4,165 | 4,216 | |
3 | John Deere Capital Corp. | 0.700% | 7/5/23 | 6,563 | 6,444 | |
3 | John Deere Capital Corp. | 0.400% | 10/10/23 | 4,270 | 4,153 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 7,082 | 7,222 | ||
3 | John Deere Capital Corp. | 0.900% | 1/10/24 | 7,019 | 6,827 | |
3 | John Deere Capital Corp. | 3.450% | 1/10/24 | 2,025 | 2,058 | |
3 | John Deere Capital Corp. | 0.450% | 1/17/24 | 2,761 | 2,670 | |
3 | John Deere Capital Corp. | 2.600% | 3/7/24 | 5,570 | 5,583 | |
3 | John Deere Capital Corp. | 0.450% | 6/7/24 | 6,453 | 6,164 | |
3 | John Deere Capital Corp. | 3.350% | 6/12/24 | 547 | 556 | |
3 | John Deere Capital Corp. | 2.650% | 6/24/24 | 10,002 | 10,021 | |
3 | John Deere Capital Corp. | 0.625% | 9/10/24 | 5,320 | 5,088 | |
3 | John Deere Capital Corp. | 2.050% | 1/9/25 | 8,079 | 7,948 | |
3 | John Deere Capital Corp. | 1.250% | 1/10/25 | 5,000 | 4,813 | |
3 | John Deere Capital Corp. | 0.700% | 1/15/26 | 7,670 | 7,103 | |
3 | John Deere Capital Corp. | 1.050% | 6/17/26 | 4,400 | 4,082 | |
3 | John Deere Capital Corp. | 2.250% | 9/14/26 | 4,379 | 4,257 | |
3 | John Deere Capital Corp. | 1.300% | 10/13/26 | 7,605 | 7,075 | |
3 | John Deere Capital Corp. | 1.700% | 1/11/27 | 5,100 | 4,813 | |
3 | John Deere Capital Corp. | 1.750% | 3/9/27 | 652 | 617 | |
3 | Johnson Controls International plc | 3.900% | 2/14/26 | 2,402 | 2,459 | |
3 | Kansas City Southern | 3.000% | 5/15/23 | 3,497 | 3,507 | |
Keysight Technologies Inc. | 4.550% | 10/30/24 | 5,234 | 5,386 | ||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 9,439 | 9,567 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 1,305 | 1,325 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 4,750 | 4,814 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 1,275 | 1,278 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 3,773 | 3,538 | ||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 2,151 | 2,160 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 18,749 | 19,214 | ||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 2,086 | 2,119 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 182 | 184 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 7,308 | 7,229 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 12,162 | 12,291 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 7,166 | 7,157 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 6,409 | 6,429 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 17,877 | 17,418 | ||
3 | PACCAR Financial Corp. | 2.650% | 4/6/23 | 2,075 | 2,088 | |
3 | PACCAR Financial Corp. | 0.800% | 6/8/23 | 2,975 | 2,925 | |
PACCAR Financial Corp. | 3.400% | 8/9/23 | 4,478 | 4,528 | ||
3 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 2,425 | 2,363 | |
3 | PACCAR Financial Corp. | 0.350% | 2/2/24 | 3,483 | 3,355 | |
3 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 2,217 | 2,193 | |
3 | PACCAR Financial Corp. | 0.900% | 11/8/24 | 1,057 | 1,010 | |
3 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 3,630 | 3,522 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 11,609 | 11,539 | ||
3 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 9,570 | 9,629 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 2,745 | 2,745 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 3,648 | 3,693 | ||
Raytheon Technologies Corp. | 3.700% | 12/15/23 | 3,827 | 3,890 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 10,132 | 10,245 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 16,473 | 17,000 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 7,146 | 7,253 | ||
Republic Services Inc. | 4.750% | 5/15/23 | 2,535 | 2,584 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 5,205 | 5,152 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 7,454 | 7,457 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 4,048 | 3,706 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 5,063 | 5,004 | ||
Rockwell Automation Inc. | 0.350% | 8/15/23 | 4,000 | 3,892 | ||
Rockwell Automation Inc. | 2.875% | 3/1/25 | 473 | 472 | ||
3 | Ryder System Inc. | 3.750% | 6/9/23 | 6,175 | 6,248 | |
3 | Ryder System Inc. | 3.875% | 12/1/23 | 1,532 | 1,555 | |
3 | Ryder System Inc. | 3.650% | 3/18/24 | 2,312 | 2,338 | |
3 | Ryder System Inc. | 2.500% | 9/1/24 | 4,688 | 4,624 | |
3 | Ryder System Inc. | 4.625% | 6/1/25 | 6,860 | 7,106 | |
3 | Ryder System Inc. | 3.350% | 9/1/25 | 782 | 782 | |
3 | Ryder System Inc. | 1.750% | 9/1/26 | 3,200 | 2,985 | |
3 | Ryder System Inc. | 2.850% | 3/1/27 | 1,400 | 1,360 | |
Southwest Airlines Co. | 4.750% | 5/4/23 | 7,375 | 7,541 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 16,872 | 17,707 | ||
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 4,410 | 4,330 | ||
Teledyne Technologies Inc. | 0.950% | 4/1/24 | 8,095 | 7,775 | ||
Teledyne Technologies Inc. | 1.600% | 4/1/26 | 6,333 | 5,908 | ||
Textron Inc. | 4.300% | 3/1/24 | 810 | 826 | ||
Textron Inc. | 3.875% | 3/1/25 | 4,084 | 4,159 | ||
Textron Inc. | 4.000% | 3/15/26 | 3,350 | 3,425 | ||
Textron Inc. | 3.650% | 3/15/27 | 3,517 | 3,543 | ||
Timken Co. | 3.875% | 9/1/24 | 275 | 277 | ||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 8,751 | 8,913 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 4,935 | 4,989 | ||
Trimble Inc. | 4.150% | 6/15/23 | 2,625 | 2,660 | ||
Trimble Inc. | 4.750% | 12/1/24 | 3,532 | 3,634 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 2,500 | 2,525 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 2,835 | 2,889 | ||
Union Pacific Corp. | 2.750% | 4/15/23 | 1,775 | 1,781 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 6,460 | 6,545 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 3,497 | 3,553 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 8,676 | 8,762 | ||
Union Pacific Corp. | 3.750% | 3/15/24 | 1,284 | 1,304 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 5,914 | 5,964 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 1,617 | 1,656 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 3,768 | 3,793 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 3,097 | 3,078 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | United Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 3,417 | 3,413 | |
3 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 505 | 507 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 2,882 | 2,878 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | 4,468 | 4,385 | |
3 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 6,394 | 6,275 | |
United Parcel Service Inc. | 2.500% | 4/1/23 | 12,010 | 12,072 | ||
United Parcel Service Inc. | 2.200% | 9/1/24 | 5,488 | 5,429 | ||
United Parcel Service Inc. | 2.800% | 11/15/24 | 2,749 | 2,761 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 3,411 | 3,513 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 4,505 | 4,411 | ||
Vontier Corp. | 1.800% | 4/1/26 | 4,572 | 4,135 | ||
Waste Management Inc. | 2.400% | 5/15/23 | 5,604 | 5,604 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 4,933 | 4,559 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 6,300 | 6,418 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 4,853 | 4,777 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 6,635 | 6,536 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 4,375 | 4,252 | ||
Xylem Inc. | 3.250% | 11/1/26 | 2,046 | 2,047 | ||
1,182,102 | ||||||
Materials (0.4%) | ||||||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 4,510 | 4,572 | ||
Air Products and Chemicals Inc. | 1.500% | 10/15/25 | 3,759 | 3,581 | ||
Albemarle Corp. | 4.150% | 12/1/24 | 3,098 | 3,170 | ||
ArcelorMittal SA | 4.550% | 3/11/26 | 1,255 | 1,293 | ||
Berry Global Inc. | 0.950% | 2/15/24 | 3,670 | 3,506 | ||
Berry Global Inc. | 1.570% | 1/15/26 | 13,511 | 12,610 | ||
Berry Global Inc. | 1.650% | 1/15/27 | 1,067 | 972 | ||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 7,443 | 7,599 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 1,022 | 1,030 | ||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 4,007 | 4,017 | ||
Celanese US Holdings LLC | 1.400% | 8/5/26 | 3,410 | 3,073 | ||
Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | 3,700 | 3,802 | ||
CF Industries Inc. | 3.450% | 6/1/23 | 3,280 | 3,328 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 269 | 280 | ||
Dow Chemical Co. | 3.625% | 5/15/26 | 4,690 | 4,753 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 20,141 | 20,609 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 10,850 | 11,289 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 6,237 | 6,313 | ||
Ecolab Inc. | 0.900% | 12/15/23 | 3,300 | 3,217 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 6,773 | 6,698 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 3,889 | 3,728 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 2,691 | 2,734 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 6,160 | 6,526 | ||
FMC Corp. | 4.100% | 2/1/24 | 150 | 152 | ||
FMC Corp. | 3.200% | 10/1/26 | 4,400 | 4,366 | ||
Freeport-McMoRan Inc. | 4.550% | 11/14/24 | 1,500 | 1,545 | ||
Freeport-McMoRan Inc. | 5.000% | 9/1/27 | 1,600 | 1,646 | ||
Freeport-McMoRan Inc. | 4.125% | 3/1/28 | 6,000 | 5,998 | ||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 7,529 | 8,221 | ||
5 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 3,000 | 2,865 | |
5 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 4,250 | 4,042 | |
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 1,075 | 1,078 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 4,064 | 4,250 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Linde Inc. | 2.650% | 2/5/25 | 1,861 | 1,849 | ||
Linde Inc. | 3.200% | 1/30/26 | 4,846 | 4,888 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 789 | 802 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 3,857 | 3,572 | ||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 5,830 | 6,084 | ||
Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 1,500 | 1,464 | ||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,950 | 1,997 | ||
Mosaic Co. | 4.250% | 11/15/23 | 7,000 | 7,154 | ||
Nucor Corp. | 4.000% | 8/1/23 | 5,949 | 6,068 | ||
Nucor Corp. | 2.000% | 6/1/25 | 7,842 | 7,602 | ||
Nutrien Ltd. | 1.900% | 5/13/23 | 3,400 | 3,377 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 4,453 | 4,428 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 4,000 | 4,132 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 1,618 | 1,638 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 2,100 | 2,072 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 5,419 | 5,019 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 2,500 | 2,339 | ||
RPM International Inc. | 3.750% | 3/15/27 | 3,700 | 3,758 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 9,289 | 9,348 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 4,165 | 4,187 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 3,774 | 3,891 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 4,700 | 4,751 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 3,087 | 3,056 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 9,188 | 8,903 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 16,155 | 17,722 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 2,452 | 2,534 | ||
Westlake Corp. | 3.600% | 8/15/26 | 8,538 | 8,638 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 6,866 | 6,832 | ||
WRKCo Inc. | 3.750% | 3/15/25 | 6,029 | 6,112 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 4,441 | 4,631 | ||
301,711 | ||||||
Real Estate (0.9%) | ||||||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 13,027 | 13,120 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 4,007 | 4,078 | ||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 2,784 | 2,807 | ||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 3,870 | 3,940 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 1,478 | 1,469 | ||
American Tower Corp. | 3.000% | 6/15/23 | 7,265 | 7,294 | ||
American Tower Corp. | 0.600% | 1/15/24 | 2,225 | 2,135 | ||
American Tower Corp. | 5.000% | 2/15/24 | 9,443 | 9,770 | ||
American Tower Corp. | 3.375% | 5/15/24 | 9,750 | 9,786 | ||
American Tower Corp. | 2.950% | 1/15/25 | 5,650 | 5,593 | ||
American Tower Corp. | 2.400% | 3/15/25 | 9,238 | 9,000 | ||
American Tower Corp. | 4.000% | 6/1/25 | 7,585 | 7,710 | ||
American Tower Corp. | 1.300% | 9/15/25 | 168 | 157 | ||
American Tower Corp. | 4.400% | 2/15/26 | 5,265 | 5,411 | ||
American Tower Corp. | 1.600% | 4/15/26 | 2,850 | 2,645 | ||
American Tower Corp. | 1.450% | 9/15/26 | 3,445 | 3,151 | ||
American Tower Corp. | 3.375% | 10/15/26 | 9,375 | 9,289 | ||
American Tower Corp. | 2.750% | 1/15/27 | 4,063 | 3,901 | ||
American Tower Corp. | 3.125% | 1/15/27 | 4,144 | 4,044 | ||
2 | American Tower Corp. | 3.650% | 3/15/27 | 5,000 | 4,992 | |
3 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 5,316 | 5,422 | |
3 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 2,373 | 2,398 | |
3 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 4,111 | 4,138 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | AvalonBay Communities Inc. | 3.500% | 11/15/25 | 3,909 | 3,942 | |
3 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 3,219 | 3,173 | |
Boston Properties LP | 3.125% | 9/1/23 | 4,195 | 4,220 | ||
Boston Properties LP | 3.800% | 2/1/24 | 6,926 | 7,023 | ||
Boston Properties LP | 3.200% | 1/15/25 | 9,225 | 9,222 | ||
Boston Properties LP | 2.750% | 10/1/26 | 8,938 | 8,707 | ||
Brandywine Operating Partnership LP | 4.100% | 10/1/24 | 1,283 | 1,298 | ||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 5,050 | 5,086 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 5,717 | 5,776 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 7,695 | 7,744 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 4,930 | 5,183 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 1,809 | 1,727 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 8,715 | 8,730 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 5,120 | 4,784 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 9,060 | 9,338 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 6,280 | 6,320 | ||
Crown Castle International Corp. | 1.050% | 7/15/26 | 8,188 | 7,411 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 5,510 | 5,597 | ||
Crown Castle International Corp. | 2.900% | 3/15/27 | 4,000 | 3,867 | ||
CubeSmart LP | 4.000% | 11/15/25 | 550 | 559 | ||
CubeSmart LP | 3.125% | 9/1/26 | 3,385 | 3,350 | ||
CyrusOne LP | 2.900% | 11/15/24 | 4,576 | 4,598 | ||
EPR Properties | 4.500% | 4/1/25 | 569 | 574 | ||
Equinix Inc. | 2.625% | 11/18/24 | 11,042 | 10,884 | ||
Equinix Inc. | 1.250% | 7/15/25 | 2,900 | 2,705 | ||
Equinix Inc. | 1.000% | 9/15/25 | 6,525 | 5,994 | ||
Equinix Inc. | 1.450% | 5/15/26 | 3,893 | 3,581 | ||
Equinix Inc. | 2.900% | 11/18/26 | 4,853 | 4,711 | ||
ERP Operating LP | 3.000% | 4/15/23 | 5,398 | 5,432 | ||
ERP Operating LP | 3.375% | 6/1/25 | 3,050 | 3,085 | ||
ERP Operating LP | 2.850% | 11/1/26 | 3,188 | 3,135 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 2,756 | 2,769 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 6,270 | 6,357 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 6,437 | 6,481 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 3,850 | 3,854 | ||
Federal Realty Investment Trust | 3.950% | 1/15/24 | 4,662 | 4,722 | ||
GLP Capital LP | 5.375% | 11/1/23 | 4,550 | 4,672 | ||
GLP Capital LP | 3.350% | 9/1/24 | 4,150 | 4,114 | ||
GLP Capital LP | 5.250% | 6/1/25 | 6,299 | 6,487 | ||
GLP Capital LP | 5.375% | 4/15/26 | 8,203 | 8,564 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 4,883 | 4,880 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 3,188 | 3,204 | ||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 3,575 | 3,624 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 3,696 | 3,692 | ||
Highwoods Realty LP | 3.875% | 3/1/27 | 2,755 | 2,777 | ||
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 792 | 799 | ||
3 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 1,545 | 1,561 | |
3 | Host Hotels & Resorts LP | 4.500% | 2/1/26 | 3,640 | 3,721 | |
Kilroy Realty LP | 3.450% | 12/15/24 | 4,644 | 4,658 | ||
Kilroy Realty LP | 4.375% | 10/1/25 | 2,403 | 2,464 | ||
Kimco Realty Corp. | 3.500% | 4/15/23 | 1,250 | 1,260 | ||
Kimco Realty Corp. | 3.125% | 6/1/23 | 1,660 | 1,667 | ||
Kimco Realty Corp. | 2.700% | 3/1/24 | 593 | 588 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 3,876 | 3,867 | ||
Kimco Realty Corp. | 3.850% | 6/1/25 | 2,025 | 2,036 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 5,070 | 4,934 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 2,577 | 2,577 | ||
Kite Realty Group Trust | 4.000% | 3/15/25 | 250 | 251 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
LifeStorage LP | 3.500% | 7/1/26 | 2,853 | 2,871 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 3,217 | 3,271 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 5,750 | 5,828 | ||
Mid-America Apartments LP | 4.000% | 11/15/25 | 1,359 | 1,387 | ||
Mid-America Apartments LP | 1.100% | 9/15/26 | 1,345 | 1,225 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 1,825 | 1,854 | ||
National Retail Properties Inc. | 4.000% | 11/15/25 | 55 | 56 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 6,526 | 6,575 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 4,233 | 4,246 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 5,275 | 5,263 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 2,136 | 1,961 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 4,307 | 4,374 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 4,755 | 4,861 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 4,085 | 4,151 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 9,027 | 9,358 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 3,227 | 3,311 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 2,705 | 2,709 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 2,345 | 2,387 | ||
Prologis LP | 3.250% | 10/1/26 | 5,053 | 5,089 | ||
Public Storage | 0.875% | 2/15/26 | 1,358 | 1,255 | ||
Public Storage | 1.500% | 11/9/26 | 1,000 | 939 | ||
Realty Income Corp. | 4.600% | 2/6/24 | 8,291 | 8,516 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 3,125 | 3,175 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 1,770 | 1,802 | ||
Realty Income Corp. | 4.625% | 11/1/25 | 3,997 | 4,181 | ||
Realty Income Corp. | 0.750% | 3/15/26 | 6,794 | 6,132 | ||
Realty Income Corp. | 4.875% | 6/1/26 | 3,106 | 3,277 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 6,212 | 6,414 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 12,449 | 12,277 | ||
Regency Centers LP | 3.600% | 2/1/27 | 3,975 | 4,024 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 5,497 | 5,625 | ||
Simon Property Group LP | 2.750% | 6/1/23 | 3,638 | 3,645 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 10,686 | 10,497 | ||
Simon Property Group LP | 3.375% | 10/1/24 | 17,233 | 17,427 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 10,605 | 10,705 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 3,369 | 3,392 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 2,145 | 2,148 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 3,902 | 3,905 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 752 | 737 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 3,446 | 3,337 | ||
3 | UDR Inc. | 2.950% | 9/1/26 | 2,647 | 2,596 | |
Ventas Realty LP | 3.500% | 4/15/24 | 4,030 | 4,043 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 925 | 936 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 5,053 | 4,961 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 7,413 | 7,424 | ||
Ventas Realty LP | 4.125% | 1/15/26 | 250 | 256 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 6,242 | 6,191 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 3,194 | 3,182 | ||
Vornado Realty LP | 2.150% | 6/1/26 | 5,717 | 5,354 | ||
Welltower Inc. | 4.500% | 1/15/24 | 4,924 | 5,030 | ||
Welltower Inc. | 3.625% | 3/15/24 | 5,863 | 5,927 | ||
Welltower Inc. | 4.000% | 6/1/25 | 24,412 | 24,818 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 744 | 764 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 1,744 | 1,782 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 2,320 | 2,396 | ||
636,433 | ||||||
Technology (2.5%) | ||||||
Adobe Inc. | 1.900% | 2/1/25 | 10,429 | 10,192 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Adobe Inc. | 3.250% | 2/1/25 | 6,833 | 6,926 | ||
Adobe Inc. | 2.150% | 2/1/27 | 7,660 | 7,440 | ||
Advanced Micro Devices Inc. | 2.950% | 6/1/24 | 4,498 | 4,506 | ||
Altera Corp. | 4.100% | 11/15/23 | 2,947 | 3,018 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 530 | 531 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 6,439 | 6,593 | ||
Apple Inc. | 2.400% | 5/3/23 | 43,497 | 43,731 | ||
Apple Inc. | 0.750% | 5/11/23 | 21,455 | 21,182 | ||
Apple Inc. | 3.000% | 2/9/24 | 18,083 | 18,308 | ||
Apple Inc. | 3.450% | 5/6/24 | 24,054 | 24,574 | ||
Apple Inc. | 2.850% | 5/11/24 | 22,034 | 22,223 | ||
Apple Inc. | 1.800% | 9/11/24 | 10,469 | 10,309 | ||
Apple Inc. | 2.750% | 1/13/25 | 16,686 | 16,726 | ||
Apple Inc. | 2.500% | 2/9/25 | 11,204 | 11,179 | ||
Apple Inc. | 1.125% | 5/11/25 | 23,489 | 22,439 | ||
Apple Inc. | 3.200% | 5/13/25 | 9,308 | 9,449 | ||
Apple Inc. | 0.550% | 8/20/25 | 13,255 | 12,358 | ||
Apple Inc. | 0.700% | 2/8/26 | 18,923 | 17,616 | ||
Apple Inc. | 3.250% | 2/23/26 | 39,551 | 40,312 | ||
Apple Inc. | 2.450% | 8/4/26 | 21,570 | 21,324 | ||
Apple Inc. | 2.050% | 9/11/26 | 15,385 | 14,936 | ||
Apple Inc. | 3.350% | 2/9/27 | 18,722 | 19,122 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 4,948 | 5,093 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 5,440 | 5,449 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 2,538 | 2,575 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 2,311 | 2,376 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 6,312 | 6,447 | ||
Avnet Inc. | 4.625% | 4/15/26 | 4,545 | 4,682 | ||
Block Financial LLC | 5.250% | 10/1/25 | 2,247 | 2,360 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 23,620 | 23,779 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 3,000 | 2,974 | ||
Broadcom Inc. | 3.625% | 10/15/24 | 12,710 | 12,876 | ||
Broadcom Inc. | 4.700% | 4/15/25 | 9,600 | 9,954 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 7,696 | 7,644 | ||
Broadcom Inc. | 4.250% | 4/15/26 | 5,340 | 5,483 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 10,535 | 10,503 | ||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 4,470 | 4,502 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 2,626 | 2,695 | ||
CDW LLC | 5.500% | 12/1/24 | 1,200 | 1,242 | ||
CDW LLC | 4.125% | 5/1/25 | 2,700 | 2,718 | ||
CDW LLC | 2.670% | 12/1/26 | 150 | 142 | ||
5 | CGI Inc. | 1.450% | 9/14/26 | 4,218 | 3,877 | |
Cisco Systems Inc. | 2.200% | 9/20/23 | 2,274 | 2,277 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 3,025 | 3,097 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 6,092 | 6,139 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 7,676 | 7,623 | ||
Citrix Systems Inc. | 1.250% | 3/1/26 | 3,066 | 2,975 | ||
Dell International LLC | 5.450% | 6/15/23 | 7,455 | 7,680 | ||
Dell International LLC | 4.000% | 7/15/24 | 7,374 | 7,532 | ||
Dell International LLC | 5.850% | 7/15/25 | 16,324 | 17,457 | ||
Dell International LLC | 6.020% | 6/15/26 | 38,366 | 41,628 | ||
Dell International LLC | 4.900% | 10/1/26 | 18,773 | 19,706 | ||
DXC Technology Co. | 1.800% | 9/15/26 | 6,361 | 5,840 | ||
Equifax Inc. | 3.950% | 6/15/23 | 1,009 | 1,023 | ||
Equifax Inc. | 2.600% | 12/1/24 | 5,457 | 5,397 | ||
Equifax Inc. | 2.600% | 12/15/25 | 5,488 | 5,339 | ||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 1,295 | 1,240 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 12,812 | 11,773 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Fiserv Inc. | 3.800% | 10/1/23 | 17,001 | 17,278 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 21,941 | 21,819 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 3,400 | 3,456 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 17,862 | 17,813 | ||
Flex Ltd. | 4.750% | 6/15/25 | 1,345 | 1,387 | ||
Flex Ltd. | 3.750% | 2/1/26 | 3,610 | 3,612 | ||
Fortinet Inc. | 1.000% | 3/15/26 | 4,390 | 3,996 | ||
Global Payments Inc. | 3.750% | 6/1/23 | 5,470 | 5,523 | ||
Global Payments Inc. | 4.000% | 6/1/23 | 9,269 | 9,401 | ||
Global Payments Inc. | 1.500% | 11/15/24 | 4,000 | 3,825 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 10,902 | 10,699 | ||
Global Payments Inc. | 1.200% | 3/1/26 | 6,554 | 6,046 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 5,841 | 6,133 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 6,153 | 5,783 | ||
5 | GXO Logistics Inc. | 1.650% | 7/15/26 | 4,265 | 3,867 | |
Harman International Industries Inc. | 4.150% | 5/15/25 | 2,912 | 2,989 | ||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 6,674 | 6,667 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 12,949 | 13,260 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 5,209 | 5,057 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 18,021 | 18,867 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 6,725 | 6,320 | ||
HP Inc. | 2.200% | 6/17/25 | 16,551 | 15,957 | ||
HP Inc. | 1.450% | 6/17/26 | 10,301 | 9,497 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 1,120 | 1,126 | ||
Intel Corp. | 2.875% | 5/11/24 | 6,884 | 6,939 | ||
Intel Corp. | 3.400% | 3/25/25 | 9,900 | 10,048 | ||
Intel Corp. | 3.700% | 7/29/25 | 18,804 | 19,259 | ||
Intel Corp. | 2.600% | 5/19/26 | 8,679 | 8,609 | ||
Intel Corp. | 3.750% | 3/25/27 | 10,074 | 10,433 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 10,339 | 10,479 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 11,870 | 12,099 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 25,462 | 25,637 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 7,875 | 8,908 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 10,790 | 10,962 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 19,844 | 20,054 | ||
International Business Machines Corp. | 3.300% | 1/27/27 | 2,823 | 2,856 | ||
Intuit Inc. | 0.650% | 7/15/23 | 6,124 | 5,993 | ||
Intuit Inc. | 0.950% | 7/15/25 | 2,452 | 2,303 | ||
3 | J Paul Getty Trust | 0.391% | 1/1/24 | 2,625 | 2,535 | |
Juniper Networks Inc. | 1.200% | 12/10/25 | 3,100 | 2,887 | ||
KLA Corp. | 4.650% | 11/1/24 | 12,723 | 13,187 | ||
5 | Kyndryl Holdings Inc. | 2.050% | 10/15/26 | 2,699 | 2,425 | |
Lam Research Corp. | 3.800% | 3/15/25 | 2,334 | 2,389 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 7,606 | 7,823 | ||
Legrand France SA | 8.500% | 2/15/25 | 3,443 | 3,944 | ||
Leidos Inc. | 2.950% | 5/15/23 | 4,303 | 4,314 | ||
Leidos Inc. | 3.625% | 5/15/25 | 4,502 | 4,516 | ||
3 | Marvell Technology Inc. | 4.200% | 6/22/23 | 5,435 | 5,524 | |
Marvell Technology Inc. | 1.650% | 4/15/26 | 2,654 | 2,469 | ||
Microchip Technology Inc. | 4.333% | 6/1/23 | 11,739 | 11,935 | ||
Microchip Technology Inc. | 4.250% | 9/1/25 | 8,301 | 8,408 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 70 | 73 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 8,607 | 8,829 | ||
Microsoft Corp. | 2.375% | 5/1/23 | 11,907 | 11,938 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 11,539 | 11,569 | ||
Microsoft Corp. | 3.625% | 12/15/23 | 8,997 | 9,225 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 22,332 | 22,619 | ||
Microsoft Corp. | 2.700% | 2/12/25 | 21,915 | 22,041 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Microsoft Corp. | 3.125% | 11/3/25 | 26,287 | 26,701 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 35,855 | 35,561 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 34,031 | 34,917 | ||
Moody's Corp. | 4.875% | 2/15/24 | 1,464 | 1,509 | ||
Moody's Corp. | 3.750% | 3/24/25 | 5,775 | 5,876 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 5,469 | 5,558 | ||
NetApp Inc. | 3.300% | 9/29/24 | 4,300 | 4,318 | ||
NetApp Inc. | 1.875% | 6/22/25 | 5,681 | 5,435 | ||
NVIDIA Corp. | 0.309% | 6/15/23 | 9,775 | 9,577 | ||
NVIDIA Corp. | 0.584% | 6/14/24 | 11,518 | 11,057 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 8,592 | 8,736 | ||
5 | NXP BV | 4.875% | 3/1/24 | 5,212 | 5,360 | |
5 | NXP BV | 2.700% | 5/1/25 | 4,267 | 4,145 | |
5 | NXP BV | 5.350% | 3/1/26 | 3,553 | 3,756 | |
5 | NXP BV | 3.875% | 6/18/26 | 7,704 | 7,737 | |
Oracle Corp. | 3.625% | 7/15/23 | 5,447 | 5,521 | ||
Oracle Corp. | 2.400% | 9/15/23 | 19,198 | 19,122 | ||
Oracle Corp. | 3.400% | 7/8/24 | 16,414 | 16,540 | ||
Oracle Corp. | 2.950% | 11/15/24 | 12,234 | 12,169 | ||
Oracle Corp. | 2.500% | 4/1/25 | 27,867 | 27,214 | ||
Oracle Corp. | 2.950% | 5/15/25 | 22,612 | 22,312 | ||
Oracle Corp. | 1.650% | 3/25/26 | 24,549 | 22,853 | ||
Oracle Corp. | 2.650% | 7/15/26 | 27,804 | 26,730 | ||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 8,366 | 8,301 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 9,558 | 9,522 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 6,495 | 6,250 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 11,820 | 11,634 | ||
5 | Qorvo Inc. | 1.750% | 12/15/24 | 3,990 | 3,805 | |
QUALCOMM Inc. | 2.900% | 5/20/24 | 4,959 | 4,996 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 10,986 | 11,154 | ||
Roper Technologies Inc. | 3.650% | 9/15/23 | 4,239 | 4,299 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 4,215 | 4,154 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 9,459 | 8,788 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 1,900 | 1,935 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 1,238 | 1,268 | ||
S&P Global Inc. | 2.950% | 1/22/27 | 4,934 | 4,914 | ||
5 | S&P Global Inc. | 2.450% | 3/1/27 | 6,000 | 5,839 | |
Salesforce Inc. | 3.250% | 4/11/23 | 9,216 | 9,329 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 6,375 | 5,938 | ||
5 | TD SYNNEX Corp. | 1.250% | 8/9/24 | 6,286 | 5,983 | |
5 | TD SYNNEX Corp. | 1.750% | 8/9/26 | 5,081 | 4,652 | |
Texas Instruments Inc. | 2.625% | 5/15/24 | 1,650 | 1,655 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 16,378 | 15,768 | ||
Texas Instruments Inc. | 1.125% | 9/15/26 | 4,445 | 4,156 | ||
TSMC Arizona Corp. | 1.750% | 10/25/26 | 11,000 | 10,311 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 8,382 | 8,563 | ||
VMware Inc. | 0.600% | 8/15/23 | 9,086 | 8,833 | ||
VMware Inc. | 1.000% | 8/15/24 | 3,629 | 3,459 | ||
VMware Inc. | 4.500% | 5/15/25 | 8,160 | 8,409 | ||
VMware Inc. | 1.400% | 8/15/26 | 14,150 | 13,007 | ||
Western Digital Corp. | 4.750% | 2/15/26 | 20,000 | 20,359 | ||
1,672,683 | ||||||
Utilities (1.3%) | ||||||
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 4,845 | 4,853 | ||
AES Corp. | 1.375% | 1/15/26 | 9,750 | 8,992 | ||
3 | Alabama Power Co. | 3.550% | 12/1/23 | 2,450 | 2,487 | |
Ameren Corp. | 2.500% | 9/15/24 | 2,804 | 2,762 | ||
Ameren Corp. | 3.650% | 2/15/26 | 4,345 | 4,396 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Ameren Corp. | 1.950% | 3/15/27 | 2,000 | 1,875 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 3,450 | 3,469 | ||
3 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 2,000 | 1,937 | |
American Electric Power Co. Inc. | 2.031% | 3/15/24 | 5,000 | 4,913 | ||
3 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 3,700 | 3,424 | |
American Electric Power Co. Inc. | 3.875% | 2/15/62 | 4,000 | 3,699 | ||
American Water Capital Corp. | 3.850% | 3/1/24 | 3,525 | 3,588 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 7,100 | 7,159 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 1,350 | 1,363 | ||
Arizona Public Service Co. | 3.150% | 5/15/25 | 2,407 | 2,393 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 7,223 | 7,210 | ||
Avangrid Inc. | 3.200% | 4/15/25 | 3,412 | 3,404 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 3,342 | 3,367 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 3,025 | 2,950 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 10,778 | 10,980 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 11,580 | 11,931 | ||
Black Hills Corp. | 1.037% | 8/23/24 | 7,000 | 6,683 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 4,245 | 4,299 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 3,700 | 3,637 | ||
3 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 900 | 875 | |
3 | CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 3,225 | 3,204 | |
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 3,532 | 3,483 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 1,405 | 1,306 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 4,965 | 5,034 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 2,250 | 2,211 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 5,059 | 4,962 | ||
3 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 6,400 | 5,884 | |
3 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 5,242 | 5,245 | |
3 | Consolidated Edison Inc. | 0.650% | 12/1/23 | 5,000 | 4,871 | |
Constellation Energy Generation LLC | 3.250% | 6/1/25 | 8,084 | 8,066 | ||
Consumers Energy Co. | 0.350% | 6/1/23 | 2,700 | 2,630 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 1,925 | 1,941 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 4,095 | 4,145 | ||
Dominion Energy Inc. | 3.071% | 8/15/24 | 6,320 | 6,305 | ||
3 | Dominion Energy Inc. | 3.300% | 3/15/25 | 5,646 | 5,676 | |
Dominion Energy Inc. | 3.900% | 10/1/25 | 7,118 | 7,285 | ||
3 | Dominion Energy Inc. | 1.450% | 4/15/26 | 4,978 | 4,642 | |
3 | Dominion Energy Inc. | 2.850% | 8/15/26 | 6,430 | 6,309 | |
3 | Dominion Energy Inc. | 3.600% | 3/15/27 | 1,800 | 1,819 | |
DTE Electric Co. | 3.650% | 3/15/24 | 3,134 | 3,188 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 5,350 | 5,396 | ||
3 | DTE Energy Co. | 2.529% | 10/1/24 | 7,901 | 7,776 | |
3 | DTE Energy Co. | 1.050% | 6/1/25 | 9,600 | 8,989 | |
DTE Energy Co. | 2.850% | 10/1/26 | 6,205 | 6,071 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 5,458 | 5,459 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 3,862 | 3,919 | ||
Duke Energy Corp. | 3.750% | 4/15/24 | 12,949 | 13,153 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 1,250 | 1,158 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 5,000 | 4,875 | ||
Duke Energy Corp. | 3.250% | 1/15/82 | 2,100 | 1,860 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 5,325 | 5,364 | ||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 3,699 | 3,738 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 2,143 | 2,169 | ||
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 2,741 | 2,768 | ||
3 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 9,218 | 9,120 | |
Edison International | 3.125% | 11/15/22 | 410 | 411 | ||
Edison International | 3.550% | 11/15/24 | 8,962 | 9,006 | ||
Edison International | 4.950% | 4/15/25 | 2,242 | 2,302 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Emera US Finance LP | 3.550% | 6/15/26 | 4,887 | 4,888 | ||
Enel Americas SA | 4.000% | 10/25/26 | 3,950 | 4,051 | ||
Entergy Arkansas LLC | 3.700% | 6/1/24 | 5,025 | 5,129 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 4,872 | 4,935 | ||
Entergy Corp. | 0.900% | 9/15/25 | 6,050 | 5,564 | ||
Entergy Corp. | 2.950% | 9/1/26 | 7,535 | 7,420 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 2,917 | 3,074 | ||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 3,035 | 3,085 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 8,000 | 7,766 | ||
Entergy Louisiana LLC | 0.950% | 10/1/24 | 7,500 | 7,165 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 1,633 | 1,725 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 4,121 | 3,992 | ||
Evergy Inc. | 2.450% | 9/15/24 | 7,617 | 7,473 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 2,198 | 2,151 | ||
3 | Eversource Energy | 3.800% | 12/1/23 | 12,982 | 13,168 | |
3 | Eversource Energy | 2.900% | 10/1/24 | 4,680 | 4,661 | |
3 | Eversource Energy | 3.150% | 1/15/25 | 2,167 | 2,163 | |
3 | Eversource Energy | 1.400% | 8/15/26 | 3,000 | 2,766 | |
3 | Exelon Corp. | 3.950% | 6/15/25 | 9,656 | 9,876 | |
Exelon Corp. | 3.400% | 4/15/26 | 7,386 | 7,421 | ||
5 | Exelon Corp. | 2.750% | 3/15/27 | 5,000 | 4,870 | |
Florida Power & Light Co. | 2.750% | 6/1/23 | 4,545 | 4,558 | ||
Florida Power & Light Co. | 3.250% | 6/1/24 | 2,800 | 2,836 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 3,230 | 3,233 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 5,105 | 5,147 | ||
Fortis Inc. | 3.055% | 10/4/26 | 6,118 | 6,047 | ||
3 | Georgia Power Co. | 2.100% | 7/30/23 | 12,331 | 12,266 | |
3 | Georgia Power Co. | 2.200% | 9/15/24 | 8,730 | 8,575 | |
Georgia Power Co. | 3.250% | 3/30/27 | 4,373 | 4,348 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 4,144 | 4,166 | ||
ITC Holdings Corp. | 3.250% | 6/30/26 | 2,972 | 2,952 | ||
3 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 509 | 511 | |
MidAmerican Energy Co. | 3.500% | 10/15/24 | 8,392 | 8,559 | ||
National Fuel Gas Co. | 5.200% | 7/15/25 | 3,246 | 3,374 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 4,484 | 4,730 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 4,040 | 4,085 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 5,500 | 5,526 | ||
National Rural Utilities Cooperative Finance Corp. | 0.350% | 2/8/24 | 5,193 | 4,980 | ||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 4,455 | 4,432 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 8,185 | 8,201 | |
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 2,810 | 2,562 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 5,365 | 5,231 | |
3 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 3,050 | 3,067 | |
NextEra Energy Capital Holdings Inc. | 2.940% | 3/21/24 | 9,000 | 9,004 | ||
NextEra Energy Capital Holdings Inc. | 1.875% | 1/15/27 | 8,000 | 7,510 | ||
NextEra Energy Capital Holdings Inc. | 3.800% | 3/15/82 | 4,960 | 4,588 | ||
NiSource Inc. | 0.950% | 8/15/25 | 12,741 | 11,719 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 7,383 | 7,375 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 1,513 | 1,512 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 2,900 | 2,663 | ||
ONE Gas Inc. | 3.610% | 2/1/24 | 1,720 | 1,729 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ONE Gas Inc. | 1.100% | 3/11/24 | 3,565 | 3,430 | ||
Pacific Gas & Electric Co. | 1.700% | 11/15/23 | 5,000 | 4,876 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 2,381 | 2,389 | ||
Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 6,902 | 6,899 | ||
Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 12,085 | 11,910 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 11,657 | 11,424 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 21,100 | 20,329 | ||
Pacific Gas & Electric Co. | 2.950% | 3/1/26 | 2,930 | 2,793 | ||
PacifiCorp | 2.950% | 6/1/23 | 1,300 | 1,301 | ||
PacifiCorp | 3.600% | 4/1/24 | 3,035 | 3,078 | ||
PECO Energy Co. | 3.150% | 10/15/25 | 3,171 | 3,181 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 4,850 | 4,544 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 9,926 | 9,792 | ||
3 | Public Service Electric & Gas Co. | 2.375% | 5/15/23 | 1,985 | 1,989 | |
3 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 2,867 | 2,854 | |
3 | Public Service Electric & Gas Co. | 0.950% | 3/15/26 | 625 | 581 | |
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 8,243 | 8,181 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 7,232 | 6,665 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 5,000 | 5,022 | ||
3 | San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 2,048 | 2,074 | |
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 3,275 | 3,209 | ||
Sempra Energy | 3.300% | 4/1/25 | 6,200 | 6,203 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 7,369 | 7,246 | ||
Southern California Edison Co. | 0.700% | 4/3/23 | 3,070 | 3,023 | ||
3 | Southern California Edison Co. | 3.400% | 6/1/23 | 3,270 | 3,282 | |
3 | Southern California Edison Co. | 0.700% | 8/1/23 | 1,275 | 1,243 | |
3 | Southern California Edison Co. | 3.500% | 10/1/23 | 3,434 | 3,468 | |
Southern California Edison Co. | 1.100% | 4/1/24 | 5,775 | 5,581 | ||
3 | Southern California Edison Co. | 0.975% | 8/1/24 | 3,750 | 3,580 | |
3 | Southern California Edison Co. | 3.700% | 8/1/25 | 7,722 | 7,850 | |
3 | Southern California Edison Co. | 1.200% | 2/1/26 | 2,850 | 2,640 | |
Southern California Gas Co. | 3.150% | 9/15/24 | 466 | 469 | ||
Southern California Gas Co. | 3.200% | 6/15/25 | 3,390 | 3,403 | ||
3 | Southern California Gas Co. | 2.600% | 6/15/26 | 5,015 | 4,907 | |
Southern Co. | 2.950% | 7/1/23 | 2,528 | 2,541 | ||
Southern Co. | 3.250% | 7/1/26 | 23,288 | 23,299 | ||
3 | Southern Co. | 4.000% | 1/15/51 | 10,282 | 9,937 | |
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 9,391 | 9,355 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 1,209 | 1,202 | ||
Southern Power Co. | 4.150% | 12/1/25 | 1,630 | 1,674 | ||
Southern Power Co. | 0.900% | 1/15/26 | 500 | 459 | ||
3 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 5,734 | 5,398 | |
3 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 2,958 | 2,893 | |
Southwestern Public Service Co. | 3.300% | 6/15/24 | 3,078 | 3,082 | ||
Union Electric Co. | 3.500% | 4/15/24 | 3,050 | 3,099 | ||
3 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 5,433 | 5,435 | |
3 | Virginia Electric & Power Co. | 3.150% | 1/15/26 | 10,515 | 10,530 | |
3 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 7,802 | 7,717 | |
3 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 6,865 | 6,965 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 5,706 | 5,543 | ||
WEC Energy Group Inc. | 0.800% | 3/15/24 | 4,462 | 4,280 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 1,043 | 1,045 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 700 | 686 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 6,668 | 6,458 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 5,780 | 5,792 | ||
Xcel Energy Inc. | 3.350% | 12/1/26 | 2,719 | 2,724 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Xcel Energy Inc. | 1.750% | 3/15/27 | 7,905 | 7,343 | ||
860,088 | ||||||
Total Corporate Bonds (Cost $18,432,681) | 17,713,917 | |||||
Sovereign Bonds (5.6%) | ||||||
African Development Bank | 0.750% | 4/3/23 | 26,150 | 25,844 | ||
African Development Bank | 3.000% | 9/20/23 | 21,071 | 21,298 | ||
African Development Bank | 0.875% | 3/23/26 | 19,675 | 18,364 | ||
3 | African Development Bank | 0.875% | 7/22/26 | 16,308 | 15,192 | |
3 | Asian Development Bank | 0.250% | 7/14/23 | 48,423 | 47,264 | |
3 | Asian Development Bank | 0.250% | 10/6/23 | 37,350 | 36,262 | |
Asian Development Bank | 2.625% | 1/30/24 | 30,335 | 30,500 | ||
3 | Asian Development Bank | 0.375% | 6/11/24 | 32,850 | 31,439 | |
3 | Asian Development Bank | 0.625% | 10/8/24 | 21,475 | 20,499 | |
Asian Development Bank | 1.500% | 10/18/24 | 28,725 | 28,019 | ||
3 | Asian Development Bank | 2.000% | 1/22/25 | 4,808 | 4,740 | |
Asian Development Bank | 0.625% | 4/29/25 | 55,175 | 52,006 | ||
3 | Asian Development Bank | 0.375% | 9/3/25 | 16,310 | 15,125 | |
3 | Asian Development Bank | 0.500% | 2/4/26 | 23,374 | 21,584 | |
3 | Asian Development Bank | 1.000% | 4/14/26 | 19,188 | 17,986 | |
3 | Asian Development Bank | 2.000% | 4/24/26 | 24,933 | 24,355 | |
3 | Asian Development Bank | 1.500% | 1/20/27 | 32,650 | 31,131 | |
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 28,780 | 27,901 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 24,785 | 24,626 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 20,895 | 19,478 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 26,270 | 24,116 | ||
Canadian Government Bond | 2.000% | 11/15/22 | 1 | 1 | ||
Canadian Government Bond | 1.625% | 1/22/25 | 20,685 | 20,179 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 36,675 | 34,052 | ||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 6,301 | 6,330 | ||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 5,575 | 5,569 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 9,292 | 9,438 | ||
Corp. Andina de Fomento | 1.250% | 10/26/24 | 6,595 | 6,315 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 9,950 | 9,447 | ||
Corp. Andina de Fomento | 2.250% | 2/8/27 | 5,800 | 5,549 | ||
Council of Europe Development Bank | 0.250% | 6/10/23 | 4,300 | 4,210 | ||
Council of Europe Development Bank | 0.250% | 10/20/23 | 11,475 | 11,126 | ||
Council of Europe Development Bank | 2.500% | 2/27/24 | 1,000 | 1,003 | ||
Council of Europe Development Bank | 0.375% | 6/10/24 | 1,750 | 1,674 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 9,080 | 8,779 | ||
Council of Europe Development Bank | 0.875% | 9/22/26 | 11,055 | 10,289 | ||
Equinor ASA | 2.650% | 1/15/24 | 21,376 | 21,421 | ||
Equinor ASA | 3.700% | 3/1/24 | 15,041 | 15,339 | ||
Equinor ASA | 3.250% | 11/10/24 | 10,668 | 10,770 | ||
Equinor ASA | 2.875% | 4/6/25 | 13,670 | 13,681 | ||
Equinor ASA | 1.750% | 1/22/26 | 3,924 | 3,756 | ||
3 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 10,415 | 10,170 | |
3 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 4,100 | 3,978 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 40,616 | 38,051 | ||
3 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 9,515 | 8,813 | |
3 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 19,500 | 17,989 | |
European Investment Bank | 1.375% | 5/15/23 | 12,978 | 12,890 | ||
3 | European Investment Bank | 2.875% | 8/15/23 | 30,075 | 30,371 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
European Investment Bank | 0.250% | 9/15/23 | 61,750 | 60,053 | ||
3 | European Investment Bank | 3.125% | 12/14/23 | 30,853 | 31,283 | |
European Investment Bank | 3.250% | 1/29/24 | 49,154 | 49,968 | ||
European Investment Bank | 2.625% | 3/15/24 | 25,090 | 25,221 | ||
European Investment Bank | 2.250% | 6/24/24 | 9,916 | 9,884 | ||
European Investment Bank | 0.375% | 7/24/24 | 34,500 | 32,900 | ||
European Investment Bank | 2.500% | 10/15/24 | 3,700 | 3,702 | ||
European Investment Bank | 1.875% | 2/10/25 | 32,190 | 31,615 | ||
European Investment Bank | 1.625% | 3/14/25 | 53,404 | 52,009 | ||
European Investment Bank | 0.625% | 7/25/25 | 42,550 | 39,916 | ||
European Investment Bank | 0.375% | 12/15/25 | 13,320 | 12,285 | ||
European Investment Bank | 0.375% | 3/26/26 | 10,000 | 9,168 | ||
European Investment Bank | 2.125% | 4/13/26 | 18,670 | 18,361 | ||
European Investment Bank | 0.750% | 10/26/26 | 8,060 | 7,450 | ||
3 | European Investment Bank | 1.375% | 3/15/27 | 25,800 | 24,427 | |
6 | Export Development Canada | 2.625% | 2/21/24 | 13,100 | 13,161 | |
Export-Import Bank of Korea | 3.625% | 11/27/23 | 2,220 | 2,262 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 5,410 | 5,545 | ||
Export-Import Bank of Korea | 0.375% | 2/9/24 | 3,550 | 3,410 | ||
Export-Import Bank of Korea | 2.375% | 6/25/24 | 16,500 | 16,418 | ||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 7,700 | 7,704 | ||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 600 | 584 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 10,250 | 10,355 | ||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 3,000 | 2,760 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 18,100 | 17,929 | ||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 5,925 | 6,024 | ||
Export-Import Bank of Korea | 1.125% | 12/29/26 | 1,545 | 1,426 | ||
Export-Import Bank of Korea | 1.625% | 1/18/27 | 6,350 | 5,974 | ||
7 | FMS Wertmanagement | 2.750% | 3/6/23 | 14,650 | 14,776 | |
7 | FMS Wertmanagement | 2.750% | 1/30/24 | 2,895 | 2,915 | |
3 | Hydro-Quebec | 8.050% | 7/7/24 | 4,525 | 5,026 | |
Inter-American Development Bank | 0.500% | 5/24/23 | 43,215 | 42,487 | ||
Inter-American Development Bank | 3.000% | 10/4/23 | 19,065 | 19,280 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 41,550 | 40,234 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 24,000 | 24,129 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 33,659 | 34,061 | ||
Inter-American Development Bank | 0.500% | 9/23/24 | 32,450 | 30,899 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 20,425 | 20,191 | ||
3 | Inter-American Development Bank | 1.750% | 3/14/25 | 28,921 | 28,268 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 28,950 | 27,545 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 19,323 | 18,133 | ||
3 | Inter-American Development Bank | 0.875% | 4/20/26 | 32,500 | 30,316 | |
3 | Inter-American Development Bank | 2.000% | 6/2/26 | 13,947 | 13,605 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 8,210 | 8,032 | ||
Inter-American Development Bank | 1.500% | 1/13/27 | 100 | 95 | ||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 7,425 | 7,411 | ||
International Bank for Reconstruction & Development | 0.125% | 4/20/23 | 32,340 | 31,745 | ||
3 | International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 35,728 | 35,652 | |
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 26,910 | 27,227 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 24,870 | 24,070 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 17,690 | 17,735 | ||
International Bank for Reconstruction & Development | 2.250% | 3/28/24 | 4,750 | 4,741 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 26,340 | 25,753 | |
3 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 32,075 | 32,073 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 34,575 | 33,759 | ||
3 | International Bank for Reconstruction & Development | 2.125% | 3/3/25 | 3,282 | 3,244 | |
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 38,200 | 36,261 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 65,275 | 61,591 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 47,502 | 44,173 | ||
3 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 39,030 | 38,896 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 51,710 | 48,043 | ||
3 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 1,735 | 1,766 | |
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 15,630 | 14,591 | ||
3 | International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 10,783 | 10,490 | |
International Finance Corp. | 0.500% | 3/20/23 | 1,425 | 1,408 | ||
3 | International Finance Corp. | 2.875% | 7/31/23 | 23,050 | 23,271 | |
3 | International Finance Corp. | 1.375% | 10/16/24 | 14,475 | 14,083 | |
3 | International Finance Corp. | 0.375% | 7/16/25 | 12,400 | 11,546 | |
3 | International Finance Corp. | 2.125% | 4/7/26 | 5,092 | 4,999 | |
8 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 7,155 | 7,172 | |
3,8 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 2,750 | 2,754 | |
8 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 15,885 | 15,614 | |
8 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 14,950 | 15,140 | |
3,8 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 1,075 | 1,090 | |
8 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 20,975 | 20,403 | |
8 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 12,195 | 12,385 | |
3,8 | Japan Bank for International Cooperation | 0.500% | 4/15/24 | 8,000 | 7,679 | |
3,8 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 19,000 | 18,986 | |
3,8 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 9,865 | 9,966 | |
3,8 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 3,900 | 3,815 | |
3,8 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 1,031 | 1,015 | |
3,8 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 5,370 | 5,332 | |
8 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 25,575 | 23,877 | |
3,8 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 5,335 | 5,321 | |
3,8 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 6,875 | 6,758 | |
8 | Japan Bank for International Cooperation | 1.875% | 7/21/26 | 2,606 | 2,516 | |
3,8 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 12,500 | 12,251 | |
7 | KFW | 0.250% | 4/25/23 | 33,640 | 33,057 | |
7 | KFW | 0.250% | 10/19/23 | 42,280 | 41,009 | |
7 | KFW | 2.625% | 2/28/24 | 24,998 | 25,130 | |
7 | KFW | 0.250% | 3/8/24 | 52,205 | 50,149 | |
7 | KFW | 1.375% | 8/5/24 | 30,974 | 30,221 | |
7 | KFW | 0.500% | 9/20/24 | 43,145 | 41,113 | |
7 | KFW | 2.500% | 11/20/24 | 42,175 | 42,176 | |
7 | KFW | 1.250% | 1/31/25 | 36,260 | 34,993 | |
7 | KFW | 2.000% | 5/2/25 | 15,419 | 15,162 | |
7 | KFW | 0.375% | 7/18/25 | 49,200 | 45,784 | |
7 | KFW | 0.625% | 1/22/26 | 30,825 | 28,648 | |
7 | KFW | 1.000% | 10/1/26 | 39,650 | 37,134 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Korea Development Bank | 3.750% | 1/22/24 | 7,178 | 7,328 | ||
Korea Development Bank | 3.250% | 2/19/24 | 3,630 | 3,674 | ||
Korea Development Bank | 0.400% | 3/9/24 | 4,410 | 4,231 | ||
Korea Development Bank | 2.125% | 10/1/24 | 6,455 | 6,376 | ||
Korea Development Bank | 0.750% | 1/25/25 | 13,415 | 12,671 | ||
Korea Development Bank | 3.000% | 1/13/26 | 10,640 | 10,710 | ||
Korea Development Bank | 0.800% | 4/27/26 | 250 | 231 | ||
Korea Development Bank | 2.000% | 9/12/26 | 6,700 | 6,452 | ||
7 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 11,555 | 11,712 | |
7 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 10,580 | 10,422 | |
3,7 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 16,085 | 15,073 | |
7 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 13,843 | 13,742 | |
7 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 15,435 | 14,416 | |
3,7 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 7,513 | 7,275 | |
Nordic Investment Bank | 0.375% | 5/19/23 | 15,250 | 14,972 | ||
Nordic Investment Bank | 2.875% | 7/19/23 | 4,750 | 4,794 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 2,192 | 2,185 | ||
Nordic Investment Bank | 0.375% | 9/20/24 | 6,650 | 6,314 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 14,390 | 13,332 | ||
3 | Nordic Investment Bank | 0.500% | 1/21/26 | 12,800 | 11,816 | |
North American Development Bank | 2.400% | 10/26/22 | 838 | 839 | ||
9 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 2,150 | 2,179 | |
9 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 10,805 | 10,485 | |
9 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 24,195 | 22,392 | |
3,9 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 9,223 | 8,502 | |
3 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 4,051 | 4,172 | |
3,10 | Petroleos Mexicanos | 2.290% | 2/15/24 | 380 | 375 | |
Province of Alberta | 3.350% | 11/1/23 | 12,215 | 12,409 | ||
Province of Alberta | 2.950% | 1/23/24 | 12,100 | 12,212 | ||
Province of Alberta | 1.875% | 11/13/24 | 17,520 | 17,205 | ||
Province of Alberta | 1.000% | 5/20/25 | 12,782 | 12,131 | ||
3 | Province of British Columbia | 1.750% | 9/27/24 | 15,175 | 14,898 | |
3 | Province of British Columbia | 6.500% | 1/15/26 | 1,313 | 1,476 | |
Province of British Columbia | 0.900% | 7/20/26 | 6,825 | 6,347 | ||
3 | Province of Manitoba | 2.600% | 4/16/24 | 6,750 | 6,766 | |
Province of Manitoba | 3.050% | 5/14/24 | 5,718 | 5,782 | ||
Province of Manitoba | 2.125% | 6/22/26 | 5,366 | 5,210 | ||
Province of Ontario | 3.400% | 10/17/23 | 26,987 | 27,431 | ||
Province of Ontario | 3.050% | 1/29/24 | 12,942 | 13,093 | ||
Province of Ontario | 3.200% | 5/16/24 | 15,215 | 15,437 | ||
Province of Ontario | 0.625% | 1/21/26 | 23,380 | 21,656 | ||
Province of Ontario | 1.050% | 4/14/26 | 14,725 | 13,804 | ||
Province of Ontario | 2.500% | 4/27/26 | 18,005 | 17,848 | ||
3 | Province of Quebec | 7.125% | 2/9/24 | 415 | 449 | |
3 | Province of Quebec | 2.500% | 4/9/24 | 13,720 | 13,735 | |
3 | Province of Quebec | 2.875% | 10/16/24 | 18,245 | 18,385 | |
3 | Province of Quebec | 1.500% | 2/11/25 | 10,660 | 10,335 | |
Province of Quebec | 0.600% | 7/23/25 | 44,455 | 41,577 | ||
Province of Quebec | 2.500% | 4/20/26 | 17,550 | 17,419 | ||
Republic of Chile | 2.250% | 10/30/22 | 3,310 | 3,317 | ||
Republic of Chile | 3.125% | 3/27/25 | 8,930 | 9,036 | ||
Republic of Chile | 3.125% | 1/21/26 | 4,738 | 4,773 | ||
3 | Republic of Chile | 2.750% | 1/31/27 | 7,670 | 7,512 | |
Republic of Finland | 6.950% | 2/15/26 | 300 | 344 | ||
Republic of Hungary | 5.750% | 11/22/23 | 13,027 | 13,638 | ||
Republic of Hungary | 5.375% | 3/25/24 | 22,635 | 23,706 | ||
Republic of Italy | 6.875% | 9/27/23 | 24,990 | 26,524 | ||
Republic of Italy | 0.875% | 5/6/24 | 14,990 | 14,354 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Republic of Italy | 2.375% | 10/17/24 | 21,460 | 21,110 | ||
Republic of Italy | 1.250% | 2/17/26 | 15,812 | 14,585 | ||
Republic of Korea | 3.875% | 9/11/23 | 16,508 | 16,848 | ||
Republic of Korea | 5.625% | 11/3/25 | 1,564 | 1,704 | ||
Republic of Korea | 2.750% | 1/19/27 | 229 | 229 | ||
3 | Republic of Panama | 4.000% | 9/22/24 | 12,218 | 12,498 | |
3 | Republic of Panama | 3.750% | 3/16/25 | 9,354 | 9,532 | |
Republic of Panama | 7.125% | 1/29/26 | 16,641 | 18,996 | ||
Republic of Peru | 7.350% | 7/21/25 | 11,790 | 13,359 | ||
3 | Republic of Peru | 2.392% | 1/23/26 | 12,350 | 12,011 | |
Republic of Poland | 3.000% | 3/17/23 | 11,573 | 11,633 | ||
Republic of Poland | 4.000% | 1/22/24 | 15,250 | 15,649 | ||
Republic of Poland | 3.250% | 4/6/26 | 10,923 | 11,122 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 9,311 | 9,567 | ||
Republic of the Philippines | 7.500% | 9/25/24 | 600 | 640 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 3,956 | 4,585 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 11,592 | 14,142 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 1,503 | 1,642 | ||
Republic of the Philippines | 3.229% | 3/29/27 | 4,100 | 4,147 | ||
State of Israel | 3.150% | 6/30/23 | 8,500 | 8,594 | ||
State of Israel | 2.875% | 3/16/26 | 8,969 | 9,012 | ||
3 | Svensk Exportkredit AB | 0.750% | 4/6/23 | 4,450 | 4,396 | |
3 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 9,514 | 9,235 | |
Svensk Exportkredit AB | 0.500% | 11/10/23 | 13,475 | 13,090 | ||
3 | Svensk Exportkredit AB | 1.750% | 12/12/23 | 3,950 | 3,910 | |
3 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 15,025 | 14,299 | |
Svensk Exportkredit AB | 0.625% | 10/7/24 | 6,440 | 6,136 | ||
3 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 20,000 | 18,787 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 8,405 | 7,808 | ||
3 | Svensk Exportkredit AB | 2.250% | 3/22/27 | 8,400 | 8,236 | |
United Mexican States | 3.600% | 1/30/25 | 12,689 | 13,022 | ||
3 | United Mexican States | 3.900% | 4/27/25 | 10,758 | 11,139 | |
United Mexican States | 4.125% | 1/21/26 | 22,160 | 23,260 | ||
United Mexican States | 4.150% | 3/28/27 | 16,591 | 17,485 | ||
Total Sovereign Bonds (Cost $4,032,445) | 3,869,770 | |||||
Taxable Municipal Bonds (0.0%) | ||||||
Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 11,525 | 10,948 | ||
Illinois GO | 4.950% | 6/1/23 | 4,092 | 4,166 | ||
Oregon GO | 5.762% | 6/1/23 | 737 | 755 | ||
University of California Revenue | 0.883% | 5/15/25 | 2,000 | 1,880 | ||
University of California Revenue | 3.063% | 7/1/25 | 2,677 | 2,690 | ||
Utah GO | 4.554% | 7/1/24 | 5,760 | 5,904 | ||
Total Taxable Municipal Bonds (Cost $27,206) | 26,343 |
Coupon | Shares | Market Value ($000) | ||||
Temporary Cash Investments (0.3%) | ||||||
Money Market Fund (0.3%) | ||||||
11 | Vanguard Market Liquidity Fund (Cost $195,129) | 0.312% | 1,951,540 | 195,134 | ||
Total Investments (99.8%) (Cost $71,191,651) | 68,369,369 | |||||
Other Assets and Liabilities—Net (0.2%) | 111,342 | |||||
Net Assets (100%) | 68,480,711 |
Cost is in $000. |
1 | U.S. government-guaranteed. |
2 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2022. |
3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
5 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2022, the aggregate value was $307,512,000, representing 0.4% of net assets. |
6 | Guaranteed by the Government of Canada. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Guaranteed by the Government of Japan. |
9 | Guaranteed by the Republic of Austria. |
10 | Guaranteed by the Government of Mexico. |
11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
GO—General Obligation Bond. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 46,564,205 | — | 46,564,205 |
Corporate Bonds | — | 17,713,917 | — | 17,713,917 |
Sovereign Bonds | — | 3,869,770 | — | 3,869,770 |
Taxable Municipal Bonds | — | 26,343 | — | 26,343 |
Temporary Cash Investments | 195,134 | — | — | 195,134 |
Total | 195,134 | 68,174,235 | — | 68,369,369 |