Vanguard® Intermediate-Term Corporate Bond Index Fund
Schedule of Investments (unaudited)
As of November 30, 2020
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (0.5%) | ||||||
U.S. Government Securities (0.5%) | ||||||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 27,175 | 27,188 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 202,590 | 202,622 | ||
Total U.S. Government and Agency Obligations (Cost $229,938) | 229,810 | |||||
Corporate Bonds (98.6%) | ||||||
Communications (7.4%) | ||||||
Alphabet Inc. | 1.998% | 8/15/26 | 49,173 | 52,741 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 19,850 | 19,754 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 38,385 | 38,054 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 20,270 | 23,171 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 26,624 | 29,043 | ||
AT&T Inc. | 3.875% | 1/15/26 | 11,566 | 13,252 | ||
AT&T Inc. | 4.125% | 2/17/26 | 45,524 | 52,821 | ||
AT&T Inc. | 2.950% | 7/15/26 | 26,303 | 29,090 | ||
AT&T Inc. | 3.800% | 2/15/27 | 15,639 | 17,880 | ||
AT&T Inc. | 4.250% | 3/1/27 | 36,666 | 42,929 | ||
AT&T Inc. | 2.300% | 6/1/27 | 54,602 | 57,881 | ||
AT&T Inc. | 1.650% | 2/1/28 | 51,794 | 52,524 | ||
AT&T Inc. | 4.100% | 2/15/28 | 50,007 | 58,769 | ||
AT&T Inc. | 4.350% | 3/1/29 | 66,573 | 79,042 | ||
AT&T Inc. | 4.300% | 2/15/30 | 67,061 | 80,005 | ||
Baidu Inc. | 1.720% | 4/9/26 | 4,600 | 4,636 | ||
Baidu Inc. | 3.625% | 7/6/27 | 9,725 | 10,721 | ||
Baidu Inc. | 4.375% | 3/29/28 | 6,550 | 7,546 | ||
Baidu Inc. | 4.875% | 11/14/28 | 18,425 | 22,113 | ||
Baidu Inc. | 3.425% | 4/7/30 | 9,714 | 10,825 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 25,034 | 27,945 | ||
Booking Holdings Inc. | 4.500% | 4/13/27 | 11,721 | 13,845 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 11,541 | 13,081 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 29,864 | 36,692 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 11,884 | 14,548 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 28,095 | 31,464 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 34,925 | 39,908 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 19,471 | 23,556 | ||
Comcast Corp. | 3.150% | 3/1/26 | 41,934 | 46,759 | ||
Comcast Corp. | 2.350% | 1/15/27 | 33,227 | 35,667 | ||
Comcast Corp. | 3.300% | 2/1/27 | 33,372 | 37,669 | ||
Comcast Corp. | 3.300% | 4/1/27 | 9,603 | 10,833 | ||
Comcast Corp. | 3.150% | 2/15/28 | 35,837 | 40,353 | ||
Comcast Corp. | 3.550% | 5/1/28 | 13,558 | 15,646 | ||
Comcast Corp. | 4.150% | 10/15/28 | 79,485 | 95,426 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Comcast Corp. | 2.650% | 2/1/30 | 44,174 | 48,201 | ||
Comcast Corp. | 3.400% | 4/1/30 | 40,738 | 46,885 | ||
Comcast Corp. | 4.250% | 10/15/30 | 31,430 | 38,756 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 77,541 | 122,669 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 12,059 | 14,136 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 43,244 | 49,589 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 23,399 | 27,209 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 28,427 | 32,209 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 15,020 | 16,399 | ||
1 | Expedia Group Inc. | 4.625% | 8/1/27 | 18,396 | 20,172 | |
Expedia Group Inc. | 3.800% | 2/15/28 | 26,287 | 27,581 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 20,207 | 20,476 | ||
Fox Corp. | 4.709% | 1/25/29 | 46,244 | 55,947 | ||
Fox Corp. | 3.500% | 4/8/30 | 12,450 | 14,163 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 3,665 | 4,174 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 4,797 | 5,663 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 12,673 | 15,435 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 12,500 | 17,592 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 35,751 | 40,508 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 13,187 | 13,920 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 13,142 | 15,707 | ||
Rogers Communications Inc. | 3.625% | 12/15/25 | 8,463 | 9,528 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 7,310 | 8,083 | ||
TCI Communications Inc. | 7.875% | 2/15/26 | 7,199 | 9,691 | ||
TCI Communications Inc. | 7.125% | 2/15/28 | 5,940 | 8,233 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 39,329 | 45,171 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 16,450 | 25,127 | ||
TELUS Corp. | 2.800% | 2/16/27 | 9,188 | 9,954 | ||
TELUS Corp. | 3.700% | 9/15/27 | 4,187 | 4,747 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 9,300 | 9,191 | ||
1 | T-Mobile USA Inc. | 1.500% | 2/15/26 | 21,173 | 21,517 | |
1 | T-Mobile USA Inc. | 3.750% | 4/15/27 | 95,197 | 107,346 | |
1 | T-Mobile USA Inc. | 2.050% | 2/15/28 | 38,937 | 39,988 | |
1 | T-Mobile USA Inc. | 3.875% | 4/15/30 | 151,794 | 173,738 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 25,691 | 28,394 | ||
TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 22,875 | 24,063 | ||
TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 6,390 | 7,070 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 58,817 | 64,161 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 63,051 | 74,518 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 14,756 | 16,343 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 88,972 | 107,912 | ||
Verizon Communications Inc. | 3.875% | 2/8/29 | 11,049 | 12,993 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 81,524 | 96,930 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 39,699 | 44,590 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 14,271 | 14,088 | ||
1 | Verizon Communications Inc. | 1.680% | 10/30/30 | 27,810 | 27,805 | |
ViacomCBS Inc. | 4.000% | 1/15/26 | 12,888 | 14,680 | ||
ViacomCBS Inc. | 2.900% | 1/15/27 | 33,318 | 36,405 | ||
ViacomCBS Inc. | 3.375% | 2/15/28 | 9,915 | 11,029 | ||
ViacomCBS Inc. | 3.700% | 6/1/28 | 14,776 | 16,737 | ||
ViacomCBS Inc. | 4.200% | 6/1/29 | 15,943 | 18,860 | ||
ViacomCBS Inc. | 7.875% | 7/30/30 | 9,557 | 13,909 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 69,328 | 83,074 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 10,556 | 15,584 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 28,701 | 29,856 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 12,457 | 14,088 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 12,296 | 14,084 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 19,994 | 21,231 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Walt Disney Co. | 2.000% | 9/1/29 | 45,851 | 47,528 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 26,481 | 31,409 | ||
Weibo Corp. | 3.375% | 7/8/30 | 16,055 | 16,336 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 1 | 1 | ||
3,209,572 | ||||||
Consumer Discretionary (6.3%) | ||||||
Advance Auto Parts Inc. | 1.750% | 10/1/27 | 1,348 | 1,360 | ||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 10,559 | 12,124 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 53,404 | 59,816 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 13,358 | 16,132 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 35,249 | 35,794 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 73,219 | 83,205 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 47,201 | 48,009 | ||
2 | American Airlines Pass-Through Trust Class A Series 2016-3 | 3.250% | 10/15/28 | 226 | 184 | |
2 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 2,695 | 2,634 | |
2 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 9,449 | 9,248 | |
2 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 9,892 | 9,490 | |
2 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 6,472 | 6,205 | |
2 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 7,086 | 6,912 | |
2 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 10,733 | 10,145 | |
American Honda Finance Corp. | 2.300% | 9/9/26 | 8,105 | 8,716 | ||
American Honda Finance Corp. | 2.350% | 1/8/27 | 12,427 | 13,252 | ||
American Honda Finance Corp. | 3.500% | 2/15/28 | 8,557 | 9,772 | ||
Aptiv plc | 4.250% | 1/15/26 | 10,374 | 11,937 | ||
Aptiv plc | 4.350% | 3/15/29 | 6,105 | 7,063 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 11,048 | 12,194 | ||
AutoNation Inc. | 4.750% | 6/1/30 | 9,361 | 11,245 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 7,491 | 8,234 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 13,404 | 15,397 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 28,197 | 32,448 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 14,582 | 17,184 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 10,395 | 12,415 | ||
Best Buy Co. Inc. | 1.950% | 10/1/30 | 10,904 | 10,896 | ||
Block Financial LLC | 3.875% | 8/15/30 | 15,755 | 16,827 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 1 | 1 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 23,350 | 24,883 | ||
Choice Hotels International Inc. | 3.700% | 12/1/29 | 3,519 | 3,805 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 18,084 | 20,826 | ||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 9,406 | 10,251 | ||
2 | Delta Air Lines Pass-Through Trust Class AA Series 2015-1 | 3.625% | 7/30/27 | 294 | 294 | |
2 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 16,125 | 15,859 | |
DR Horton Inc. | 1.400% | 10/15/27 | 11,550 | 11,543 | ||
eBay Inc. | 3.600% | 6/5/27 | 15,082 | 17,063 | ||
eBay Inc. | 2.700% | 3/11/30 | 28,740 | 30,729 | ||
Emory University | 2.143% | 9/1/30 | 8,230 | 8,597 | ||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 15,006 | 16,678 | ||
General Motors Co. | 4.200% | 10/1/27 | 20,717 | 23,287 | ||
General Motors Co. | 6.800% | 10/1/27 | 27,017 | 34,634 | ||
General Motors Co. | 5.000% | 10/1/28 | 17,912 | 21,245 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 25,270 | 29,555 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 33,418 | 37,327 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 24,047 | 27,287 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 3,384 | 3,565 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 11,621 | 12,901 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 18,877 | 23,255 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 15,216 | 16,962 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 10,989 | 10,882 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 15,486 | 17,081 | ||
Hasbro Inc. | 3.500% | 9/15/27 | 6,507 | 7,024 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 21,915 | 24,509 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 28,385 | 31,599 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 18,421 | 19,797 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 28,330 | 30,948 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 20,380 | 22,650 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 15,599 | 18,698 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 44,994 | 50,857 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 28,315 | 31,409 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 11,244 | 12,400 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 13,267 | 14,442 | ||
Hyatt Hotels Corp. | 5.750% | 4/23/30 | 2,575 | 3,062 | ||
JD.com Inc. | 3.875% | 4/29/26 | 12,700 | 14,146 | ||
JD.com Inc. | 3.375% | 1/14/30 | 13,160 | 14,289 | ||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 20,832 | 21,895 | ||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 15,438 | 16,162 | ||
Lear Corp. | 3.800% | 9/15/27 | 7,306 | 8,043 | ||
Lear Corp. | 4.250% | 5/15/29 | 9,265 | 10,479 | ||
Lear Corp. | 3.500% | 5/30/30 | 8,527 | 9,149 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 9,097 | 9,821 | ||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 11,952 | 13,542 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 2,400 | 2,455 | ||
Lennar Corp. | 5.250% | 6/1/26 | 11,000 | 13,008 | ||
Lennar Corp. | 4.750% | 11/29/27 | 15,400 | 18,249 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 40,697 | 44,189 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 14,053 | 15,734 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 16,830 | 16,811 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 42,517 | 49,485 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 25,600 | 31,605 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 20,550 | 20,665 | ||
Magna International Inc. | 2.450% | 6/15/30 | 14,501 | 15,527 | ||
Marriott International Inc. | 3.125% | 6/15/26 | 12,751 | 13,378 | ||
Marriott International Inc. | 4.000% | 4/15/28 | 9,459 | 10,235 | ||
Marriott International Inc. | 4.650% | 12/1/28 | 3,617 | 4,093 | ||
Marriott International Inc. | 4.625% | 6/15/30 | 26,300 | 30,328 | ||
Masco Corp. | 4.375% | 4/1/26 | 9,876 | 11,530 | ||
Masco Corp. | 3.500% | 11/15/27 | 6,160 | 6,914 | ||
Masco Corp. | 2.000% | 10/1/30 | 4,425 | 4,483 | ||
McDonald's Corp. | 3.700% | 1/30/26 | 30,111 | 34,161 | ||
McDonald's Corp. | 3.500% | 3/1/27 | 24,233 | 27,574 | ||
McDonald's Corp. | 3.500% | 7/1/27 | 15,133 | 17,284 | ||
McDonald's Corp. | 3.800% | 4/1/28 | 27,312 | 31,836 | ||
McDonald's Corp. | 2.625% | 9/1/29 | 31,346 | 34,224 | ||
McDonald's Corp. | 2.125% | 3/1/30 | 6,034 | 6,339 | ||
McDonald's Corp. | 3.600% | 7/1/30 | 21,260 | 24,887 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 10,400 | 11,634 | ||
NIKE Inc. | 2.375% | 11/1/26 | 22,895 | 24,991 | ||
NIKE Inc. | 2.750% | 3/27/27 | 21,872 | 24,240 | ||
NIKE Inc. | 2.850% | 3/27/30 | 18,602 | 21,005 | ||
NVR Inc. | 3.000% | 5/15/30 | 16,953 | 18,402 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 10,123 | 11,407 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 12,336 | 14,053 | ||
O'Reilly Automotive Inc. | 4.350% | 6/1/28 | 12,527 | 14,761 | ||
O'Reilly Automotive Inc. | 3.900% | 6/1/29 | 13,950 | 16,347 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 9,745 | 11,707 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 10,950 | 13,154 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 10,000 | 11,800 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 10,460 | 11,049 | ||
Ross Stores Inc. | 0.875% | 4/15/26 | 4,488 | 4,445 | ||
Ross Stores Inc. | 4.700% | 4/15/27 | 5,000 | 5,906 | ||
1 | Sands China Ltd. | 3.800% | 1/8/26 | 10,075 | 10,491 | |
Sands China Ltd. | 5.400% | 8/8/28 | 46,145 | 52,605 | ||
1 | Sands China Ltd. | 4.375% | 6/18/30 | 14,700 | 15,858 | |
Snap-on Inc. | 3.250% | 3/1/27 | 2,715 | 3,005 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 4,000 | 4,560 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 12,595 | 13,083 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 40,849 | 47,488 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 4,380 | 4,635 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 11,000 | 10,909 | ||
2 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 2,220 | 2,022 | |
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 16,414 | 18,535 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 10,138 | 12,292 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 12,589 | 13,487 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 16,767 | 18,117 | ||
Starbucks Corp. | 2.000% | 3/12/27 | 8,528 | 9,008 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 8,072 | 9,270 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 19,432 | 22,989 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 20,167 | 23,489 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 10,134 | 10,623 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 30,760 | 33,218 | ||
Steelcase Inc. | 5.125% | 1/18/29 | 9,265 | 10,745 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 12,356 | 13,107 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 26,579 | 28,543 | ||
TJX Cos. Inc. | 3.750% | 4/15/27 | 13,973 | 16,187 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 7,000 | 7,008 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 33,898 | 40,597 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 10,767 | 12,553 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 8,475 | 9,458 | ||
Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 19,731 | 22,125 | ||
Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 10,252 | 10,210 | ||
Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 10,042 | 11,259 | ||
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 10,710 | 12,605 | ||
Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 19,023 | 20,364 | ||
Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 18,562 | 21,646 | ||
Tractor Supply Co. | 1.750% | 11/1/30 | 14,000 | 13,971 | ||
2 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 7,127 | 7,056 | |
2 | United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | 9,346 | 9,068 | |
2 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 3,653 | 3,216 | |
2 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 62,145 | 65,874 | |
2 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 6,796 | 6,573 | |
2 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 10,437 | 10,243 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | 2,798 | 2,717 | |
2 | United Airlines Pass-Through Trust Class AA Series 2018-1 | 3.500% | 3/1/30 | 3,769 | 3,612 | |
US Airways Pass-Through Trust Class A Series 2012-1 | 5.900% | 10/1/24 | 609 | 592 | ||
VF Corp. | 2.800% | 4/23/27 | 10,675 | 11,612 | ||
VF Corp. | 2.950% | 4/23/30 | 14,974 | 16,389 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 13,334 | 16,347 | ||
Yale University | 1.482% | 4/15/30 | 6,265 | 6,331 | ||
2,737,856 | ||||||
Consumer Staples (7.4%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 7,076 | 9,920 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 35,601 | 41,266 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 11,837 | 12,752 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 60,862 | 72,845 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 14,229 | 15,780 | ||
Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 60,280 | 68,079 | ||
Anheuser-Busch InBev Finance Inc. | 3.650% | 2/1/26 | 35,981 | 40,617 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 62,760 | 73,491 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 87,633 | 107,519 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 39,940 | 46,156 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 19,708 | 21,428 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 22,549 | 26,076 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 37,293 | 40,822 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 20,156 | 23,566 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 56,839 | 62,870 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 41,228 | 42,508 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 24,277 | 26,603 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 14,920 | 17,909 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 33,735 | 34,317 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 13,128 | 14,344 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 12,282 | 13,684 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 16,641 | 19,555 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 21,415 | 22,481 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 6,985 | 7,709 | ||
Clorox Co. | 3.100% | 10/1/27 | 5,767 | 6,510 | ||
Clorox Co. | 3.900% | 5/15/28 | 7,105 | 8,377 | ||
Clorox Co. | 1.800% | 5/15/30 | 17,216 | 17,650 | ||
Coca-Cola Co. | 2.550% | 6/1/26 | 21,580 | 23,641 | ||
Coca-Cola Co. | 2.250% | 9/1/26 | 31,208 | 33,802 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 14,952 | 17,145 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 7,313 | 8,135 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 41,779 | 43,105 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 24,825 | 24,806 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 21,431 | 22,904 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 20,827 | 24,498 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 18,954 | 19,500 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 23,316 | 25,152 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 17,038 | 17,171 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 7,330 | 9,931 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 35,240 | 43,778 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 2,001 | 2,990 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 5,585 | 6,616 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 25,346 | 28,788 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 10,692 | 12,096 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 11,233 | 12,789 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 11,778 | 14,298 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Constellation Brands Inc. | 3.150% | 8/1/29 | 32,641 | 36,269 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 9,254 | 10,108 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 18,287 | 20,554 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 38,251 | 39,277 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 35,820 | 36,692 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 350 | 563 | ||
Diageo Capital plc | 3.875% | 5/18/28 | 7,983 | 9,346 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 22,206 | 23,930 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 17,159 | 17,891 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 12,841 | 14,841 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 8,011 | 9,439 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 34,663 | 39,870 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 26,239 | 31,054 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 6,081 | 6,823 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 15,969 | 17,365 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 12,812 | 14,190 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 5,745 | 6,312 | ||
General Mills Inc. | 3.200% | 2/10/27 | 13,384 | 15,054 | ||
General Mills Inc. | 4.200% | 4/17/28 | 29,900 | 35,553 | ||
General Mills Inc. | 2.875% | 4/15/30 | 20,886 | 23,208 | ||
Hershey Co. | 2.300% | 8/15/26 | 9,447 | 10,206 | ||
Hershey Co. | 7.200% | 8/15/27 | 146 | 202 | ||
Hershey Co. | 2.450% | 11/15/29 | 8,827 | 9,675 | ||
Hershey Co. | 1.700% | 6/1/30 | 5,417 | 5,602 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 20,392 | 21,201 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 10,524 | 11,647 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 11,976 | 13,047 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 10,189 | 11,397 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 12,876 | 13,530 | ||
Kellogg Co. | 3.250% | 4/1/26 | 12,577 | 14,071 | ||
Kellogg Co. | 3.400% | 11/15/27 | 11,606 | 13,067 | ||
Kellogg Co. | 4.300% | 5/15/28 | 9,876 | 11,630 | ||
Kellogg Co. | 2.100% | 6/1/30 | 12,574 | 13,120 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 10,656 | 11,604 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 10,495 | 11,928 | ||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 42,661 | 51,667 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 11,336 | 12,797 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 5,782 | 6,345 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 9,890 | 9,958 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 8,234 | 9,936 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 12,779 | 14,774 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 15,459 | 17,796 | ||
Kroger Co. | 3.500% | 2/1/26 | 11,849 | 13,306 | ||
Kroger Co. | 2.650% | 10/15/26 | 19,786 | 21,580 | ||
Kroger Co. | 3.700% | 8/1/27 | 5,175 | 5,977 | ||
Kroger Co. | 4.500% | 1/15/29 | 5,012 | 6,173 | ||
Kroger Co. | 7.700% | 6/1/29 | 3,705 | 5,252 | ||
Kroger Co. | 2.200% | 5/1/30 | 15,011 | 15,809 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 10,131 | 11,388 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 28,835 | 30,829 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 39,172 | 42,666 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 39,907 | 43,659 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 21,778 | 24,081 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 18,853 | 20,550 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 14,976 | 16,493 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 42,744 | 48,087 | ||
PepsiCo Inc. | 7.000% | 3/1/29 | 2,310 | 3,335 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 12,863 | 14,202 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
PepsiCo Inc. | 2.750% | 3/19/30 | 32,999 | 36,977 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 29,792 | 30,706 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 21,252 | 23,148 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 18,228 | 18,182 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 6,240 | 6,966 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 13,254 | 14,771 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 12,413 | 14,192 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 18,720 | 19,425 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 10,500 | 10,513 | ||
Procter & Gamble Co. | 2.700% | 2/2/26 | 15,913 | 17,613 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 25,457 | 28,036 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 22,052 | 24,548 | ||
Procter & Gamble Co. | 2.850% | 8/11/27 | 14,374 | 16,133 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 35,753 | 41,400 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 18,680 | 18,768 | ||
Sysco Corp. | 3.750% | 10/1/25 | 1,806 | 2,021 | ||
Sysco Corp. | 3.300% | 7/15/26 | 12,478 | 13,807 | ||
Sysco Corp. | 3.250% | 7/15/27 | 18,025 | 19,880 | ||
Sysco Corp. | 2.400% | 2/15/30 | 13,039 | 13,680 | ||
Sysco Corp. | 5.950% | 4/1/30 | 24,213 | 32,005 | ||
Target Corp. | 2.500% | 4/15/26 | 22,537 | 24,839 | ||
Target Corp. | 3.375% | 4/15/29 | 23,695 | 27,686 | ||
Target Corp. | 2.350% | 2/15/30 | 12,530 | 13,661 | ||
Target Corp. | 2.650% | 9/15/30 | 7,500 | 8,383 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 20,810 | 24,010 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 35,924 | 41,087 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 18,412 | 22,305 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 20,546 | 21,907 | ||
Unilever Capital Corp. | 2.900% | 5/5/27 | 24,910 | 27,736 | ||
Unilever Capital Corp. | 3.500% | 3/22/28 | 10,567 | 12,284 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 31,909 | 34,097 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 10,900 | 10,986 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 47,479 | 52,427 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 3,379 | 3,662 | ||
Walmart Inc. | 3.050% | 7/8/26 | 36,074 | 40,504 | ||
Walmart Inc. | 5.875% | 4/5/27 | 4,527 | 5,771 | ||
Walmart Inc. | 3.700% | 6/26/28 | 62,479 | 73,651 | ||
Walmart Inc. | 3.250% | 7/8/29 | 25,854 | 30,094 | ||
Walmart Inc. | 2.375% | 9/24/29 | 20,527 | 22,597 | ||
3 | Walmart Inc. | 7.550% | 2/15/30 | 4,567 | 6,952 | |
3,220,315 | ||||||
Energy (7.0%) | ||||||
Baker Hughes a GE Co. LLC | 3.337% | 12/15/27 | 27,078 | 29,731 | ||
Baker Hughes a GE Co. LLC | 3.138% | 11/7/29 | 11,038 | 11,899 | ||
Baker Hughes a GE Co. LLC | 4.486% | 5/1/30 | 12,046 | 14,328 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 15,780 | 18,370 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 8,897 | 9,704 | ||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 5,450 | 6,131 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 23,475 | 26,255 | ||
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 29,336 | 32,344 | ||
BP Capital Markets America Inc. | 3.017% | 1/16/27 | 31,704 | 34,635 | ||
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 8,538 | 9,628 | ||
BP Capital Markets America Inc. | 3.588% | 4/14/27 | 12,726 | 14,316 | ||
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 23,687 | 27,628 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 37,879 | 45,044 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 30,230 | 35,207 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 18,555 | 18,321 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 27,186 | 30,322 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
BP Capital Markets plc | 3.723% | 11/28/28 | 19,689 | 22,746 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 27,601 | 30,223 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 10,831 | 11,131 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 35,157 | 40,738 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 35,059 | 38,028 | ||
Chevron Corp. | 2.954% | 5/16/26 | 48,904 | 54,067 | ||
Chevron Corp. | 1.995% | 5/11/27 | 26,825 | 28,292 | ||
Chevron Corp. | 2.236% | 5/11/30 | 30,508 | 32,667 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 7,426 | 7,414 | ||
Cimarex Energy Co. | 3.900% | 5/15/27 | 7,926 | 8,649 | ||
Cimarex Energy Co. | 4.375% | 3/15/29 | 12,754 | 14,284 | ||
Concho Resources Inc. | 3.750% | 10/1/27 | 24,791 | 28,138 | ||
Concho Resources Inc. | 4.300% | 8/15/28 | 21,571 | 25,373 | ||
ConocoPhillips Co. | 4.950% | 3/15/26 | 31,069 | 37,172 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 34,993 | 48,576 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 5,566 | 6,429 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 21,859 | 23,089 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 24,075 | 25,249 | ||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 11,802 | 11,354 | ||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 17,554 | 17,287 | ||
Enable Midstream Partners LP | 4.150% | 9/15/29 | 15,027 | 13,929 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 28,414 | 32,926 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 11,066 | 12,415 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 26,741 | 28,960 | ||
Energy Transfer Operating LP | 4.750% | 1/15/26 | 12,313 | 13,575 | ||
Energy Transfer Operating LP | 4.200% | 4/15/27 | 12,657 | 13,606 | ||
Energy Transfer Operating LP | 5.500% | 6/1/27 | 19,549 | 22,481 | ||
Energy Transfer Operating LP | 4.950% | 6/15/28 | 23,556 | 26,294 | ||
Energy Transfer Operating LP | 5.250% | 4/15/29 | 36,340 | 41,155 | ||
Energy Transfer Operating LP | 3.750% | 5/15/30 | 30,937 | 32,097 | ||
Eni USA Inc. | 7.300% | 11/15/27 | 1,129 | 1,461 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 16,215 | 18,260 | ||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 11,412 | 13,120 | ||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 12,611 | 14,855 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 42,813 | 47,442 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 28,015 | 30,294 | ||
2 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 13,731 | 13,456 | |
2 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 21,745 | 20,712 | |
EOG Resources Inc. | 4.150% | 1/15/26 | 4,708 | 5,443 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 18,637 | 22,611 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 64,577 | 71,208 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 40,942 | 43,861 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 4,976 | 5,602 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 16,618 | 17,839 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 31,340 | 36,150 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 47,615 | 51,753 | ||
Halliburton Co. | 2.920% | 3/1/30 | 26,650 | 27,350 | ||
Hess Corp. | 4.300% | 4/1/27 | 24,052 | 26,036 | ||
Hess Corp. | 7.875% | 10/1/29 | 7,720 | 9,718 | ||
HollyFrontier Corp. | 5.875% | 4/1/26 | 21,379 | 23,196 | ||
HollyFrontier Corp. | 4.500% | 10/1/30 | 5,000 | 5,026 | ||
Husky Energy Inc. | 4.400% | 4/15/29 | 14,338 | 15,342 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 27,795 | 32,225 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 12,177 | 14,443 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 9,249 | 10,192 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 21,084 | 22,902 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 13,445 | 15,747 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 14,770 | 16,099 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
MPLX LP | 1.750% | 3/1/26 | 31,639 | 32,034 | ||
MPLX LP | 4.125% | 3/1/27 | 17,626 | 19,873 | ||
MPLX LP | 4.250% | 12/1/27 | 15,559 | 17,698 | ||
MPLX LP | 4.000% | 3/15/28 | 29,536 | 33,265 | ||
MPLX LP | 4.800% | 2/15/29 | 26,352 | 30,997 | ||
MPLX LP | 2.650% | 8/15/30 | 25,132 | 25,478 | ||
National Oilwell Varco Inc. | 3.600% | 12/1/29 | 8,687 | 8,806 | ||
Noble Energy Inc. | 3.850% | 1/15/28 | 15,293 | 17,683 | ||
Noble Energy Inc. | 3.250% | 10/15/29 | 13,743 | 15,598 | ||
ONEOK Inc. | 5.850% | 1/15/26 | 11,363 | 13,202 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 12,112 | 13,195 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 15,329 | 16,891 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 21,567 | 23,536 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 24,078 | 24,890 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 12,415 | 12,508 | ||
Phillips 66 | 1.300% | 2/15/26 | 5,500 | 5,523 | ||
Phillips 66 | 3.900% | 3/15/28 | 12,225 | 13,903 | ||
Phillips 66 | 2.150% | 12/15/30 | 5,000 | 4,963 | ||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 8,373 | 8,935 | ||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 13,125 | 13,962 | ||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 12,810 | 13,011 | ||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 11,275 | 13,023 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 16,705 | 16,396 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 24,652 | 26,923 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 21,518 | 21,966 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 15,076 | 15,642 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 14,883 | 17,785 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 37,731 | 43,693 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 30,750 | 34,555 | ||
1 | Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 50,094 | 58,360 | |
Schlumberger Investment SA | 2.650% | 6/26/30 | 24,492 | 25,736 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 40,715 | 45,046 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 23,765 | 25,836 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 23,398 | 27,609 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 38,395 | 41,019 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 33,461 | 36,935 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 16,304 | 17,968 | ||
Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 9,827 | 11,326 | ||
Sunoco Logistics Partners Operations LP | 3.900% | 7/15/26 | 15,838 | 16,867 | ||
Sunoco Logistics Partners Operations LP | 4.000% | 10/1/27 | 13,073 | 13,890 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 7,433 | 8,251 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 3,438 | 4,278 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 10,055 | 12,936 | ||
Total Capital International SA | 3.455% | 2/19/29 | 29,481 | 33,932 | ||
Total Capital International SA | 2.829% | 1/10/30 | 25,936 | 28,845 | ||
Total Capital SA | 3.883% | 10/11/28 | 13,527 | 16,013 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 13,206 | 15,604 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 22,624 | 26,427 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 32,742 | 38,157 | ||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 10,964 | 14,210 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 11,933 | 13,524 | ||
1 | Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 20,982 | 23,227 | |
Valero Energy Corp. | 3.400% | 9/15/26 | 33,446 | 36,055 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 6,740 | 6,713 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 15,539 | 17,379 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 28,187 | 31,415 | ||
Valero Energy Partners LP | 4.375% | 12/15/26 | 10,252 | 11,624 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 10,994 | 12,047 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Williams Cos. Inc. | 4.000% | 9/15/25 | 10,000 | 11,138 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 31,816 | 35,723 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 24,160 | 26,721 | ||
3,045,295 | ||||||
Financials (36.4%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 2,955 | 4,462 | ||
2 | Aegon NV | 5.500% | 4/11/48 | 15,230 | 17,039 | |
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 15,972 | 17,187 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 23,159 | 23,983 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 5,715 | 6,256 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 13,959 | 14,280 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 641 | 710 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 11,847 | 12,899 | ||
Aflac Inc. | 2.875% | 10/15/26 | 7,025 | 7,760 | ||
Aflac Inc. | 3.600% | 4/1/30 | 30,494 | 35,727 | ||
Air Lease Corp. | 3.250% | 3/1/25 | 2,283 | 2,388 | ||
Air Lease Corp. | 2.875% | 1/15/26 | 23,850 | 24,691 | ||
Air Lease Corp. | 3.750% | 6/1/26 | 14,567 | 15,695 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 8,037 | 8,422 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 15,657 | 16,399 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 11,233 | 12,503 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 13,777 | 14,121 | ||
Air Lease Corp. | 3.000% | 2/1/30 | 14,835 | 14,854 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 12,871 | 13,112 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 5,872 | 6,798 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 12,866 | 14,735 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | 6,078 | 6,953 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 10,789 | 12,447 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 3,509 | 4,249 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 7,039 | 7,655 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 9,655 | 12,000 | ||
Alleghany Corp. | 3.625% | 5/15/30 | 10,565 | 11,952 | ||
Allstate Corp. | 3.280% | 12/15/26 | 8,635 | 9,859 | ||
Allstate Corp. | 1.450% | 12/15/30 | 8,000 | 7,931 | ||
Ally Financial Inc. | 4.625% | 3/30/25 | 2,075 | 2,358 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 8,527 | 9,204 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 11,553 | 12,689 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 4,853 | 5,048 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 10,698 | 12,035 | ||
American Express Co. | 4.200% | 11/6/25 | 887 | 1,029 | ||
American Express Co. | 3.125% | 5/20/26 | 24,940 | 27,867 | ||
American Express Credit Corp. | 3.300% | 5/3/27 | 35,313 | 39,965 | ||
American Financial Group Inc. | 3.500% | 8/15/26 | 7,635 | 8,332 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 7,178 | 8,816 | ||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 10,623 | 12,197 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 8,346 | 10,095 | ||
American International Group Inc. | 3.900% | 4/1/26 | 33,308 | 37,973 | ||
American International Group Inc. | 4.200% | 4/1/28 | 14,081 | 16,680 | ||
American International Group Inc. | 4.250% | 3/15/29 | 12,563 | 15,005 | ||
American International Group Inc. | 3.400% | 6/30/30 | 38,743 | 44,024 | ||
2 | American International Group Inc. | 5.750% | 4/1/48 | 12,856 | 14,399 | |
American Tower Corp. | 4.400% | 2/15/26 | 6,256 | 7,222 | ||
American Tower Corp. | 3.375% | 10/15/26 | 21,409 | 23,988 | ||
American Tower Corp. | 2.750% | 1/15/27 | 14,705 | 15,876 | ||
American Tower Corp. | 3.125% | 1/15/27 | 14,989 | 16,467 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
American Tower Corp. | 3.550% | 7/15/27 | 10,293 | 11,602 | ||
American Tower Corp. | 3.600% | 1/15/28 | 13,377 | 15,146 | ||
American Tower Corp. | 1.500% | 1/31/28 | 8,450 | 8,484 | ||
American Tower Corp. | 3.950% | 3/15/29 | 10,226 | 11,872 | ||
American Tower Corp. | 3.800% | 8/15/29 | 39,020 | 45,140 | ||
American Tower Corp. | 2.900% | 1/15/30 | 19,371 | 21,043 | ||
American Tower Corp. | 2.100% | 6/15/30 | 10,285 | 10,528 | ||
American Tower Corp. | 1.875% | 10/15/30 | 13,370 | 13,432 | ||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 20,595 | 22,728 | ||
Andrew W Mellon Foundation | 0.947% | 8/1/27 | 410 | 403 | ||
Aon Corp. | 8.205% | 1/1/27 | 5,581 | 7,548 | ||
Aon Corp. | 4.500% | 12/15/28 | 12,285 | 14,908 | ||
Aon Corp. | 3.750% | 5/2/29 | 15,379 | 18,049 | ||
Aon Corp. | 2.800% | 5/15/30 | 21,136 | 23,044 | ||
Aon plc | 3.875% | 12/15/25 | 14,349 | 16,377 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 10,540 | 12,249 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 492 | 509 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 15,154 | 15,910 | ||
Associated Banc-Corp. | 4.250% | 1/15/25 | 500 | 526 | ||
Assurant Inc. | 4.900% | 3/27/28 | 7,807 | 8,837 | ||
Assurant Inc. | 3.700% | 2/22/30 | 5,915 | 6,392 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 17,751 | 19,678 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 13,493 | 16,779 | ||
Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 947 | 1,083 | ||
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 7,813 | 8,595 | ||
AvalonBay Communities Inc. | 2.900% | 10/15/26 | 7,511 | 8,292 | ||
AvalonBay Communities Inc. | 3.350% | 5/15/27 | 8,899 | 9,964 | ||
AvalonBay Communities Inc. | 3.200% | 1/15/28 | 9,030 | 10,022 | ||
AvalonBay Communities Inc. | 3.300% | 6/1/29 | 9,158 | 10,321 | ||
AvalonBay Communities Inc. | 2.300% | 3/1/30 | 13,873 | 14,621 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 9,545 | 10,530 | ||
AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 6,051 | 6,293 | ||
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 6,815 | 7,546 | ||
Banco Santander SA | 5.179% | 11/19/25 | 1,018 | 1,176 | ||
Banco Santander SA | 4.250% | 4/11/27 | 21,014 | 24,101 | ||
Banco Santander SA | 3.800% | 2/23/28 | 20,126 | 22,506 | ||
Banco Santander SA | 4.379% | 4/12/28 | 25,305 | 29,301 | ||
Banco Santander SA | 3.306% | 6/27/29 | 12,308 | 13,719 | ||
Banco Santander SA | 3.490% | 5/28/30 | 37,069 | 41,238 | ||
4 | Banco Santander SA | 2.749% | 12/3/30 | 3,500 | 3,500 | |
Bank of America Corp. | 4.450% | 3/3/26 | 40,890 | 47,730 | ||
Bank of America Corp. | 3.500% | 4/19/26 | 51,322 | 58,156 | ||
Bank of America Corp. | 6.220% | 9/15/26 | 5,924 | 7,462 | ||
Bank of America Corp. | 4.250% | 10/22/26 | 43,010 | 50,154 | ||
2 | Bank of America Corp. | 3.559% | 4/23/27 | 61,156 | 68,539 | |
Bank of America Corp. | 3.248% | 10/21/27 | 53,379 | 59,467 | ||
Bank of America Corp. | 4.183% | 11/25/27 | 52,923 | 61,008 | ||
2 | Bank of America Corp. | 3.824% | 1/20/28 | 43,323 | 49,561 | |
2 | Bank of America Corp. | 3.705% | 4/24/28 | 52,834 | 60,170 | |
2 | Bank of America Corp. | 3.593% | 7/21/28 | 51,465 | 58,203 | |
2 | Bank of America Corp. | 3.419% | 12/20/28 | 131,376 | 147,657 | |
2 | Bank of America Corp. | 3.970% | 3/5/29 | 64,193 | 74,673 | |
2 | Bank of America Corp. | 4.271% | 7/23/29 | 67,887 | 80,784 | |
2 | Bank of America Corp. | 3.974% | 2/7/30 | 78,015 | 91,464 | |
2 | Bank of America Corp. | 3.194% | 7/23/30 | 67,609 | 75,289 | |
2 | Bank of America Corp. | 2.884% | 10/22/30 | 25,324 | 27,666 | |
2 | Bank of America Corp. | 2.496% | 2/13/31 | 71,555 | 75,652 | |
2 | Bank of America Corp. | 2.592% | 4/29/31 | 56,934 | 60,617 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Bank of America Corp. | 1.898% | 7/23/31 | 41,695 | 41,839 | |
Bank of America Corp. | 1.922% | 10/24/31 | 50,687 | 51,196 | ||
Bank of Montreal | 1.850% | 5/1/25 | 7,210 | 7,549 | ||
Bank of Montreal | 3.803% | 12/15/32 | 17,847 | 20,078 | ||
Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 422 | 488 | ||
Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 33,081 | 36,622 | ||
Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 23,450 | 25,445 | ||
Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 15,746 | 17,805 | ||
Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 17,858 | 20,458 | ||
2 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 19,942 | 22,825 | |
Bank of New York Mellon Corp. | 3.850% | 4/28/28 | 3,473 | 4,157 | ||
Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 5,789 | 6,437 | ||
Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 13,539 | 15,444 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 21,911 | 25,256 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 30,243 | 33,135 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 201 | 230 | ||
BankUnited Inc. | 5.125% | 6/11/30 | 7,350 | 8,254 | ||
Barclays plc | 3.650% | 3/16/25 | 89 | 98 | ||
Barclays plc | 4.375% | 1/12/26 | 50,802 | 57,935 | ||
Barclays plc | 5.200% | 5/12/26 | 42,466 | 49,198 | ||
Barclays plc | 4.337% | 1/10/28 | 20,353 | 23,196 | ||
Barclays plc | 4.836% | 5/9/28 | 49,694 | 56,444 | ||
2 | Barclays plc | 4.972% | 5/16/29 | 37,775 | 45,337 | |
2 | Barclays plc | 5.088% | 6/20/30 | 18,537 | 21,833 | |
Barclays plc | 2.645% | 6/24/31 | 30,251 | 31,499 | ||
Barclays plc | 3.564% | 9/23/35 | 31,100 | 32,259 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 10,190 | 10,720 | ||
Berkshire Hathaway Finance Corp. | 1.450% | 10/15/30 | 15,525 | 15,729 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 51,521 | 57,718 | ||
BGC Partners Inc. | 4.375% | 12/15/25 | 5,000 | 5,247 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 13,370 | 15,044 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 13,817 | 15,897 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 20,608 | 22,425 | ||
1 | Blackstone | 3.625% | 1/15/26 | 13,550 | 13,886 | |
BNP Paribas SA | 4.250% | 10/15/24 | 1 | 1 | ||
Boston Properties LP | 3.650% | 2/1/26 | 9,384 | 10,558 | ||
Boston Properties LP | 2.750% | 10/1/26 | 33,527 | 36,087 | ||
Boston Properties LP | 4.500% | 12/1/28 | 21,932 | 26,090 | ||
Boston Properties LP | 3.400% | 6/21/29 | 15,397 | 16,940 | ||
Boston Properties LP | 2.900% | 3/15/30 | 11,319 | 11,981 | ||
BPCE SA | 3.375% | 12/2/26 | 5,710 | 6,433 | ||
1 | BPCE SA | 3.250% | 1/11/28 | 3,975 | 4,387 | |
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 11,122 | 11,686 | ||
Brandywine Operating Partnership LP | 4.550% | 10/1/29 | 11,817 | 12,776 | ||
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 16,521 | 17,924 | ||
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 14,541 | 17,838 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 762 | 847 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 11,003 | 12,033 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 21,008 | 23,517 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 18,640 | 21,219 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 5,996 | 6,931 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 17,227 | 19,737 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 12,668 | 15,524 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 24,651 | 29,526 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 7,134 | 8,155 | ||
Camden Property Trust | 4.100% | 10/15/28 | 7,162 | 8,498 | ||
Camden Property Trust | 3.150% | 7/1/29 | 20,102 | 22,547 | ||
Camden Property Trust | 2.800% | 5/15/30 | 14,839 | 16,336 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Capital One Financial Corp. | 3.750% | 7/28/26 | 35,373 | 39,388 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 33,395 | 37,962 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 13,649 | 15,488 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 36,120 | 41,144 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 13,725 | 15,707 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 11,296 | 13,216 | ||
Charles Schwab Corp. | 3.450% | 2/13/26 | 3,998 | 4,495 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 11,240 | 12,599 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 13,032 | 14,741 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 16,202 | 19,244 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 16,723 | 19,133 | ||
Charles Schwab Corp. | 4.625% | 3/22/30 | 6,603 | 8,388 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 43,220 | 48,728 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 22,884 | 22,633 | ||
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 6,497 | 8,643 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 50,321 | 56,913 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 34,383 | 40,143 | ||
Citigroup Inc. | 3.400% | 5/1/26 | 52,090 | 58,141 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 47,018 | 52,206 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 18,113 | 20,967 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 82,638 | 96,812 | ||
2 | Citigroup Inc. | 3.887% | 1/10/28 | 54,652 | 62,102 | |
Citigroup Inc. | 6.625% | 1/15/28 | 5,977 | 7,820 | ||
2 | Citigroup Inc. | 3.668% | 7/24/28 | 61,636 | 69,825 | |
Citigroup Inc. | 4.125% | 7/25/28 | 47,529 | 55,378 | ||
2 | Citigroup Inc. | 3.520% | 10/27/28 | 43,350 | 48,947 | |
2 | Citigroup Inc. | 4.075% | 4/23/29 | 35,535 | 41,495 | |
2 | Citigroup Inc. | 3.980% | 3/20/30 | 65,946 | 77,212 | |
2 | Citigroup Inc. | 2.976% | 11/5/30 | 36,496 | 39,750 | |
2 | Citigroup Inc. | 2.666% | 1/29/31 | 32,037 | 34,279 | |
2 | Citigroup Inc. | 4.412% | 3/31/31 | 98,237 | 118,488 | |
2 | Citigroup Inc. | 2.572% | 6/3/31 | 67,851 | 72,213 | |
Citizens Bank NA | 3.750% | 2/18/26 | 12,166 | 13,852 | ||
Citizens Financial Group Inc. | 4.300% | 12/3/25 | 4,839 | 5,571 | ||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 16,741 | 18,517 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 15,002 | 15,858 | ||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 10,165 | 11,398 | ||
CME Group Inc. | 3.750% | 6/15/28 | 11,072 | 13,079 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 4,745 | 5,565 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 13,093 | 14,796 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 11,218 | 13,066 | ||
CNA Financial Corp. | 2.050% | 8/15/30 | 12,272 | 12,582 | ||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 10,863 | 12,927 | ||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 4,567 | 4,739 | ||
Comerica Inc. | 3.800% | 7/22/26 | 159 | 172 | ||
Comerica Inc. | 4.000% | 2/1/29 | 9,149 | 10,653 | ||
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 32,093 | 36,065 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 5,150 | 5,257 | ||
Credit Suisse Group Funding Guernsey Ltd. | 4.550% | 4/17/26 | 41,647 | 48,602 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 19,561 | 22,542 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 25,042 | 28,054 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 8,229 | 9,398 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 15,226 | 17,183 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 24,946 | 28,413 | ||
Crown Castle International Corp. | 4.300% | 2/15/29 | 17,140 | 20,243 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 14,725 | 16,003 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 10,735 | 11,976 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CubeSmart LP | 3.125% | 9/1/26 | 8,258 | 9,031 | ||
CubeSmart LP | 4.375% | 2/15/29 | 6,447 | 7,597 | ||
CubeSmart LP | 3.000% | 2/15/30 | 2,225 | 2,409 | ||
CyrusOne LP | 3.450% | 11/15/29 | 12,669 | 13,637 | ||
CyrusOne LP | 2.150% | 11/1/30 | 8,000 | 7,838 | ||
Deutsche Bank AG | 4.100% | 1/13/26 | 907 | 991 | ||
Deutsche Bank AG | 4.100% | 1/13/26 | 9,200 | 10,052 | ||
Deutsche Bank AG | 3.547% | 9/18/31 | 34,750 | 37,328 | ||
Digital Realty Trust LP | 4.750% | 10/1/25 | 250 | 293 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 10,186 | 11,704 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 16,151 | 19,272 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 30,997 | 35,452 | ||
Discover Bank | 4.250% | 3/13/26 | 13,781 | 15,780 | ||
Discover Bank | 3.450% | 7/27/26 | 24,863 | 27,724 | ||
Discover Bank | 4.650% | 9/13/28 | 23,915 | 28,491 | ||
Discover Bank | 2.700% | 2/6/30 | 12,413 | 13,298 | ||
Discover Financial Services | 3.950% | 11/6/24 | 7 | 8 | ||
Discover Financial Services | 4.500% | 1/30/26 | 12,348 | 14,230 | ||
Discover Financial Services | 4.100% | 2/9/27 | 24,642 | 28,025 | ||
Duke Realty LP | 3.250% | 6/30/26 | 5,414 | 6,017 | ||
Duke Realty LP | 3.375% | 12/15/27 | 8,654 | 9,736 | ||
Duke Realty LP | 4.000% | 9/15/28 | 9,383 | 11,015 | ||
Duke Realty LP | 2.875% | 11/15/29 | 8,517 | 9,342 | ||
Duke Realty LP | 1.750% | 7/1/30 | 9,767 | 9,851 | ||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 8,913 | 10,203 | ||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 8,688 | 10,462 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 5,733 | 6,384 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 16,158 | 17,982 | ||
Equinix Inc. | 2.900% | 11/18/26 | 15,579 | 16,977 | ||
Equinix Inc. | 5.375% | 5/15/27 | 17,636 | 19,223 | ||
Equinix Inc. | 1.800% | 7/15/27 | 6,495 | 6,667 | ||
Equinix Inc. | 1.550% | 3/15/28 | 8,600 | 8,665 | ||
Equinix Inc. | 3.200% | 11/18/29 | 29,492 | 32,537 | ||
Equinix Inc. | 2.150% | 7/15/30 | 26,855 | 27,352 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 5,285 | 6,766 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 38,558 | 45,439 | ||
ERP Operating LP | 2.850% | 11/1/26 | 6,290 | 6,917 | ||
ERP Operating LP | 3.250% | 8/1/27 | 8,792 | 9,782 | ||
ERP Operating LP | 3.500% | 3/1/28 | 12,300 | 13,927 | ||
ERP Operating LP | 4.150% | 12/1/28 | 6,262 | 7,405 | ||
ERP Operating LP | 3.000% | 7/1/29 | 20,418 | 22,636 | ||
ERP Operating LP | 2.500% | 2/15/30 | 17,218 | 18,355 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 10 | 11 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 11,494 | 12,814 | ||
Essex Portfolio LP | 3.625% | 5/1/27 | 7,153 | 7,976 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 9,050 | 10,495 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 19,295 | 21,103 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 13,636 | 15,129 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 14,419 | 15,717 | ||
Federal Realty Investment Trust | 1.250% | 2/15/26 | 5,875 | 5,906 | ||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 9,312 | 10,088 | ||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 6,470 | 6,954 | ||
Federal Realty Investment Trust | 3.500% | 6/1/30 | 13,259 | 14,587 | ||
Fidelity National Financial Inc. | 4.500% | 8/15/28 | 5,736 | 6,671 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 15,364 | 16,887 | ||
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 28,121 | 31,254 | ||
Fidelity National Information Services Inc. | 4.250% | 5/15/28 | 7,548 | 8,977 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 24,447 | 28,498 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Fifth Third Bancorp | 2.550% | 5/5/27 | 11,484 | 12,404 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 13,452 | 15,743 | ||
Fifth Third Bank NA | 3.850% | 3/15/26 | 22,413 | 25,406 | ||
Fifth Third Bank NA | 2.250% | 2/1/27 | 18,822 | 19,952 | ||
First American Financial Corp. | 4.600% | 11/15/24 | 2 | 2 | ||
First American Financial Corp. | 4.000% | 5/15/30 | 4,687 | 5,342 | ||
First Horizon Bank | 5.750% | 5/1/30 | 8,050 | 9,379 | ||
FirstMerit Bank NA | 4.270% | 11/25/26 | 450 | 519 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 50,812 | 56,931 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 13,799 | 14,690 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 25,117 | 29,879 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 68,602 | 78,642 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 17,631 | 19,128 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 12,935 | 12,768 | ||
GATX Corp. | 3.250% | 9/15/26 | 7,400 | 8,128 | ||
GATX Corp. | 3.850% | 3/30/27 | 9,676 | 10,902 | ||
GATX Corp. | 3.500% | 3/15/28 | 5,763 | 6,424 | ||
GATX Corp. | 4.550% | 11/7/28 | 5,795 | 6,912 | ||
GATX Corp. | 4.700% | 4/1/29 | 5,231 | 6,387 | ||
GATX Corp. | 4.000% | 6/30/30 | 14,621 | 17,108 | ||
1 | GE Capital Funding LLC | 4.050% | 5/15/27 | 26,296 | 29,606 | |
1 | GE Capital Funding LLC | 4.400% | 5/15/30 | 61,265 | 70,332 | |
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 850 | 930 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 5,551 | 6,558 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 7,989 | 9,432 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 33,258 | 36,860 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 24,589 | 26,789 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 12,798 | 15,319 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 6,350 | 6,446 | ||
GLP Capital LP | 5.375% | 4/15/26 | 11,047 | 12,347 | ||
GLP Capital LP | 5.750% | 6/1/28 | 12,966 | 15,139 | ||
GLP Capital LP | 5.300% | 1/15/29 | 20,473 | 23,525 | ||
GLP Capital LP | 4.000% | 1/15/30 | 12,278 | 13,135 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 10,000 | 10,087 | ||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 638 | 731 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 35,105 | 39,830 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 35,001 | 39,062 | ||
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 12,243 | 15,466 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 77,886 | 88,778 | ||
2 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 51,592 | 58,874 | |
2 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 67,663 | 78,164 | |
2 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 70,710 | 83,872 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 39,095 | 42,032 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 67,275 | 78,857 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 5,825 | 6,799 | ||
Hanover Insurance Group Inc. | 2.500% | 9/1/30 | 8,350 | 8,700 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 12,600 | 13,797 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 7,413 | 8,280 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 4,002 | 4,160 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 10,642 | 11,973 | ||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 9,402 | 10,492 | ||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 10,187 | 10,988 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 19,904 | 22,224 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 11,679 | 13,150 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 13,154 | 14,324 | ||
Highwoods Realty LP | 3.875% | 3/1/27 | 13,576 | 14,850 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 5,840 | 6,512 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Highwoods Realty LP | 4.200% | 4/15/29 | 10,195 | 11,464 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 3,750 | 3,908 | ||
Host Hotels & Resorts LP | 4.500% | 2/1/26 | 7,294 | 7,833 | ||
Host Hotels & Resorts LP | 3.375% | 12/15/29 | 15,574 | 15,649 | ||
Host Hotels & Resorts LP | 3.500% | 9/15/30 | 14,568 | 14,942 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 63,783 | 73,186 | ||
HSBC Holdings plc | 3.900% | 5/25/26 | 50,688 | 57,203 | ||
HSBC Holdings plc | 4.375% | 11/23/26 | 29,601 | 33,787 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 42,000 | 42,161 | ||
2 | HSBC Holdings plc | 4.041% | 3/13/28 | 70,552 | 79,873 | |
HSBC Holdings plc | 2.013% | 9/22/28 | 28,778 | 29,110 | ||
2 | HSBC Holdings plc | 4.583% | 6/19/29 | 78,484 | 92,278 | |
HSBC Holdings plc | 4.950% | 3/31/30 | 64,826 | 80,637 | ||
2 | HSBC Holdings plc | 3.973% | 5/22/30 | 48,255 | 55,286 | |
2 | HSBC Holdings plc | 2.848% | 6/4/31 | 26,515 | 28,106 | |
2 | HSBC Holdings plc | 2.357% | 8/18/31 | 31,646 | 32,406 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 6,979 | 7,631 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 10,455 | 12,038 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 10,640 | 11,078 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 18,008 | 19,222 | ||
ING Groep NV | 3.950% | 3/29/27 | 31,441 | 36,066 | ||
ING Groep NV | 4.550% | 10/2/28 | 20,695 | 25,207 | ||
ING Groep NV | 4.050% | 4/9/29 | 14,634 | 17,463 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 24,037 | 27,220 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 9,823 | 10,924 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 17,220 | 20,042 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 23,811 | 24,968 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 8,951 | 10,056 | ||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 289 | 331 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 12,437 | 14,469 | ||
Jefferies Group LLC | 6.450% | 6/8/27 | 5,946 | 7,509 | ||
Jefferies Group LLC | 4.150% | 1/23/30 | 24,146 | 28,246 | ||
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 1 | 1 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 51,044 | 57,016 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 44,602 | 49,430 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 70,905 | 78,452 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 10,113 | 13,670 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 23,959 | 27,999 | ||
2 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 33,106 | 37,759 | |
JPMorgan Chase & Co. | 8.000% | 4/29/27 | 12,162 | 16,745 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 43,835 | 51,535 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 41,752 | 47,320 | ||
2 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 56,404 | 64,497 | |
2 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 49,583 | 56,146 | |
2 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 28,510 | 29,891 | |
2 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 59,277 | 67,135 | |
2 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 39,634 | 46,295 | |
2 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 56,643 | 67,302 | |
2 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 68,851 | 83,350 | |
2 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 64,458 | 74,433 | |
JPMorgan Chase & Co. | 8.750% | 9/1/30 | 793 | 1,167 | ||
2 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 70,810 | 76,819 | |
2 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 79,216 | 97,058 | |
2 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 58,008 | 62,143 | |
2 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 43,048 | 46,882 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 30,000 | 30,155 | ||
Kemper Corp. | 2.400% | 9/30/30 | 8,385 | 8,457 | ||
KeyBank NA | 3.300% | 6/1/25 | 466 | 519 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
KeyBank NA | 3.400% | 5/20/26 | 11,685 | 13,031 | ||
KeyBank NA | 6.950% | 2/1/28 | 6,538 | 8,552 | ||
KeyBank NA | 3.900% | 4/13/29 | 5,681 | 6,537 | ||
KeyCorp | 2.250% | 4/6/27 | 20,080 | 21,295 | ||
KeyCorp | 4.100% | 4/30/28 | 8,298 | 9,770 | ||
KeyCorp | 2.550% | 10/1/29 | 19,078 | 20,672 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 11,508 | 13,596 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 8,849 | 10,131 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 5,288 | 5,604 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 9,712 | 10,503 | ||
Kimco Realty Corp. | 3.800% | 4/1/27 | 10,352 | 11,634 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 10,925 | 10,960 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 7,000 | 7,281 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 6,240 | 6,225 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 11,352 | 12,360 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 12,421 | 14,618 | ||
Lazard Group LLC | 4.375% | 3/11/29 | 3,856 | 4,474 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 7,814 | 9,263 | ||
Lexington Realty Trust | 2.700% | 9/15/30 | 4,910 | 5,071 | ||
Life Storage LP | 3.875% | 12/15/27 | 6,774 | 7,660 | ||
Life Storage LP | 4.000% | 6/15/29 | 10,535 | 12,179 | ||
Life Storage LP | 2.200% | 10/15/30 | 8,550 | 8,675 | ||
LifeStorage LP | 3.500% | 7/1/26 | 12,266 | 13,830 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 10,868 | 12,377 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 12,472 | 14,315 | ||
Lincoln National Corp. | 3.050% | 1/15/30 | 7,956 | 8,736 | ||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 24,987 | 28,103 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 35,112 | 40,117 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 24,385 | 27,472 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 46,158 | 54,576 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 20,292 | 24,452 | ||
2 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 32,210 | 36,116 | |
Loews Corp. | 3.750% | 4/1/26 | 6,702 | 7,665 | ||
Loews Corp. | 3.200% | 5/15/30 | 11,425 | 12,909 | ||
Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 7,803 | 8,753 | ||
Manulife Financial Corp. | 4.150% | 3/4/26 | 21,377 | 24,957 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 12,652 | 13,625 | ||
Manulife Financial Corp. | 4.061% | 2/24/32 | 13,125 | 14,322 | ||
Markel Corp. | 3.500% | 11/1/27 | 5,961 | 6,670 | ||
Markel Corp. | 3.350% | 9/17/29 | 6,365 | 7,103 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 5,530 | 6,310 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 45,688 | 55,792 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 5,615 | 6,007 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 16,011 | 17,989 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 27,710 | 31,507 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 11,634 | 13,490 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 15,370 | 17,380 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 32,241 | 37,854 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 4,592 | 5,037 | ||
MetLife Inc. | 3.600% | 11/13/25 | 290 | 329 | ||
MetLife Inc. | 4.550% | 3/23/30 | 22,318 | 27,983 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 6,983 | 7,865 | ||
Mid-America Apartments LP | 4.200% | 6/15/28 | 5,345 | 6,272 | ||
Mid-America Apartments LP | 3.950% | 3/15/29 | 20,670 | 24,211 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 4,787 | 5,226 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 18,931 | 21,788 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 26,596 | 28,952 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 10,140 | 11,498 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 20,682 | 23,198 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 28,261 | 33,274 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 12,733 | 15,120 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 35,187 | 40,840 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 55,218 | 62,051 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 36,611 | 39,261 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 26,257 | 27,060 | ||
2 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 16,708 | 17,379 | |
Mizuho Financial Group Inc. | 2.839% | 9/13/26 | 10,986 | 12,026 | ||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 8,840 | 9,964 | ||
Mizuho Financial Group Inc. | 3.170% | 9/11/27 | 10,845 | 11,940 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 13,054 | 15,252 | ||
2 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 9,413 | 11,148 | |
2 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 26,052 | 28,883 | |
2 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 17,080 | 18,474 | |
2 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 8,901 | 9,463 | |
2 | Mizuho Financial Group Inc. | 2.201% | 7/10/31 | 26,750 | 27,568 | |
Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 25,400 | 25,505 | ||
Morgan Stanley | 5.000% | 11/24/25 | 32,125 | 38,285 | ||
Morgan Stanley | 3.875% | 1/27/26 | 60,950 | 69,580 | ||
Morgan Stanley | 3.125% | 7/27/26 | 77,873 | 86,720 | ||
Morgan Stanley | 6.250% | 8/9/26 | 15,508 | 19,747 | ||
Morgan Stanley | 4.350% | 9/8/26 | 56,532 | 66,341 | ||
Morgan Stanley | 3.625% | 1/20/27 | 69,886 | 79,693 | ||
Morgan Stanley | 3.950% | 4/23/27 | 58,117 | 66,822 | ||
2 | Morgan Stanley | 3.591% | 7/22/28 | 60,264 | 68,454 | |
2 | Morgan Stanley | 3.772% | 1/24/29 | 63,097 | 72,900 | |
2 | Morgan Stanley | 4.431% | 1/23/30 | 48,522 | 59,082 | |
2 | Morgan Stanley | 2.699% | 1/22/31 | 75,628 | 81,840 | |
2 | Morgan Stanley | 3.622% | 4/1/31 | 58,420 | 67,972 | |
Munich Re America Corp. | 7.450% | 12/15/26 | 3,708 | 5,064 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 10,553 | 12,082 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 8,694 | 9,773 | ||
National Australia Bank Ltd. | 2.500% | 7/12/26 | 31,822 | 34,588 | ||
National Retail Properties Inc. | 4.000% | 11/15/25 | 270 | 299 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 6,728 | 7,375 | ||
National Retail Properties Inc. | 3.500% | 10/15/27 | 9,494 | 10,204 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 14,425 | 16,557 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 7,314 | 7,431 | ||
Natwest Group plc | 4.800% | 4/5/26 | 17,520 | 20,542 | ||
Natwest Group plc | 3.073% | 5/22/28 | 22,925 | 24,639 | ||
2 | Natwest Group plc | 4.892% | 5/18/29 | 39,179 | 47,058 | |
2 | Natwest Group plc | 5.076% | 1/27/30 | 36,555 | 44,708 | |
2 | Natwest Group plc | 4.445% | 5/8/30 | 30,962 | 36,408 | |
Natwest Group plc | 3.032% | 11/28/35 | 1,750 | 1,763 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 39,460 | 42,757 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 12,676 | 13,367 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 9,820 | 11,520 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 12,190 | 13,842 | ||
Northern Trust Corp. | 1.950% | 5/1/30 | 21,075 | 22,113 | ||
2 | Northern Trust Corp. | 3.375% | 5/8/32 | 5,955 | 6,512 | |
Old Republic International Corp. | 3.875% | 8/26/26 | 8,065 | 9,286 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 7,152 | 7,977 | ||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 13,298 | 14,579 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 18,840 | 20,962 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 15,808 | 16,246 | ||
ORIX Corp. | 3.700% | 7/18/27 | 7,641 | 8,635 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 652 | 666 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Owl Rock Capital Corp. | 4.250% | 1/15/26 | 10,898 | 11,276 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 10,154 | 11,551 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 9,728 | 10,117 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 32,234 | 35,142 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 33,329 | 36,782 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 12,727 | 13,612 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 8,319 | 8,983 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 6,735 | 7,164 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 6,343 | 6,389 | ||
PNC Bank NA | 3.300% | 10/30/24 | 1 | 1 | ||
PNC Bank NA | 3.250% | 6/1/25 | 276 | 307 | ||
PNC Bank NA | 4.200% | 11/1/25 | 639 | 735 | ||
PNC Bank NA | 3.100% | 10/25/27 | 12,388 | 13,855 | ||
PNC Bank NA | 3.250% | 1/22/28 | 8,169 | 9,243 | ||
PNC Bank NA | 4.050% | 7/26/28 | 27,998 | 32,968 | ||
PNC Bank NA | 2.700% | 10/22/29 | 19,743 | 21,520 | ||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 27,378 | 29,983 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 23,985 | 27,102 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 32,672 | 37,731 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 41,891 | 45,826 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 9,424 | 10,482 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 7,897 | 9,323 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 16,205 | 16,949 | ||
Progressive Corp. | 2.450% | 1/15/27 | 12,169 | 13,189 | ||
Progressive Corp. | 4.000% | 3/1/29 | 8,805 | 10,605 | ||
Progressive Corp. | 6.625% | 3/1/29 | 1,752 | 2,410 | ||
Progressive Corp. | 3.200% | 3/26/30 | 15,989 | 18,417 | ||
Prologis LP | 3.750% | 11/1/25 | 217 | 246 | ||
Prologis LP | 3.250% | 10/1/26 | 16,085 | 18,088 | ||
Prologis LP | 2.125% | 4/15/27 | 23,810 | 25,441 | ||
Prologis LP | 3.875% | 9/15/28 | 8,918 | 10,495 | ||
Prologis LP | 4.375% | 2/1/29 | 4,717 | 5,807 | ||
Prologis LP | 2.250% | 4/15/30 | 26,259 | 28,054 | ||
Prologis LP | 1.250% | 10/15/30 | 5,200 | 5,121 | ||
Prudential Financial Inc. | 1.500% | 3/10/26 | 13,816 | 14,237 | ||
Prudential Financial Inc. | 3.878% | 3/27/28 | 12,025 | 14,152 | ||
Prudential Financial Inc. | 2.100% | 3/10/30 | 9,960 | 10,544 | ||
2 | Prudential Financial Inc. | 4.500% | 9/15/47 | 18,117 | 19,951 | |
2 | Prudential Financial Inc. | 5.700% | 9/15/48 | 14,375 | 16,639 | |
Prudential Financial Inc. | 3.700% | 10/1/50 | 21,530 | 22,426 | ||
Prudential plc | 3.125% | 4/14/30 | 20,594 | 23,443 | ||
Public Storage | 3.094% | 9/15/27 | 8,412 | 9,432 | ||
Public Storage | 3.385% | 5/1/29 | 12,966 | 14,877 | ||
Raymond James Financial Inc. | 3.625% | 9/15/26 | 8,715 | 9,973 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 22,673 | 27,864 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 16,872 | 19,653 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 15,313 | 16,708 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 12,521 | 14,194 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 11,464 | 12,755 | ||
Regency Centers LP | 3.600% | 2/1/27 | 8,639 | 9,404 | ||
Regency Centers LP | 4.125% | 3/15/28 | 7,525 | 8,472 | ||
Regency Centers LP | 2.950% | 9/15/29 | 9,958 | 10,412 | ||
Regency Centers LP | 3.700% | 6/15/30 | 12,975 | 14,641 | ||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 7,085 | 8,077 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 12,410 | 14,188 | ||
Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 14,525 | 15,930 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 6,230 | 6,853 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 5,325 | 5,988 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Retail Properties of America Inc. | 4.750% | 9/15/30 | 8,240 | 8,308 | ||
Royal Bank of Canada | 4.650% | 1/27/26 | 29,029 | 34,281 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 17,638 | 19,437 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 7,588 | 7,819 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 26,650 | 28,804 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 23,198 | 26,353 | ||
2 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 14,997 | 16,827 | |
Simon Property Group LP | 3.300% | 1/15/26 | 12,888 | 14,080 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 16,891 | 18,556 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 11,356 | 12,444 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 21,885 | 24,017 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 25,003 | 25,558 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 15,960 | 16,741 | ||
SITE Centers Corp. | 3.900% | 8/15/24 | 1,830 | 1,823 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 300 | 321 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 11,884 | 12,715 | ||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 1 | 1 | ||
Spirit Realty LP | 4.450% | 9/15/26 | 3,589 | 4,028 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 6,570 | 6,901 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 12,100 | 13,431 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 7,920 | 8,361 | ||
State Street Corp. | 3.550% | 8/18/25 | 760 | 861 | ||
State Street Corp. | 2.650% | 5/19/26 | 24,438 | 26,816 | ||
2 | State Street Corp. | 4.141% | 12/3/29 | 8,995 | 10,891 | |
State Street Corp. | 2.400% | 1/24/30 | 13,134 | 14,448 | ||
State Street Corp. | 3.152% | 3/30/31 | 8,464 | 9,748 | ||
2 | State Street Corp. | 3.031% | 11/1/34 | 6,513 | 7,137 | |
Stifel Financial Corp. | 4.000% | 5/15/30 | 6,535 | 7,255 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 6,620 | 7,447 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 8,109 | 9,272 | ||
STORE Capital Corp. | 2.750% | 11/18/30 | 7,500 | 7,570 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 31,063 | 35,328 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 31,660 | 34,288 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 30,732 | 33,988 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 34,681 | 38,816 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 11,426 | 12,871 | ||
Sumitomo Mitsui Financial Group Inc. | 3.352% | 10/18/27 | 17,056 | 19,085 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 15,110 | 17,208 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 21,140 | 24,681 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 9,132 | 10,908 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 52,930 | 58,776 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 18,972 | 20,687 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 27,193 | 29,436 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 37,532 | 40,775 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 19,746 | 20,438 | ||
Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | 11,861 | 11,903 | ||
SVB Financial Group | 3.500% | 1/29/25 | 3,640 | 3,972 | ||
SVB Financial Group | 3.125% | 6/5/30 | 7,028 | 7,892 | ||
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 5,023 | 6,365 | ||
Synchrony Financial | 3.700% | 8/4/26 | 9,179 | 10,018 | ||
Synchrony Financial | 3.950% | 12/1/27 | 26,455 | 29,347 | ||
Synchrony Financial | 5.150% | 3/19/29 | 12,692 | 15,184 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 7,199 | 7,170 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 6,868 | 6,900 | ||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 9,483 | 10,652 | ||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 13,495 | 14,837 | ||
Toronto-Dominion Bank | 3.625% | 9/15/31 | 24,201 | 27,196 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 10,250 | 11,973 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Truist Bank | 4.050% | 11/3/25 | 433 | 498 | ||
Truist Bank | 3.300% | 5/15/26 | 14,490 | 16,202 | ||
Truist Bank | 3.800% | 10/30/26 | 14,466 | 16,648 | ||
Truist Bank | 2.250% | 3/11/30 | 39,712 | 41,616 | ||
Truist Financial Corp. | 2.850% | 10/26/24 | 1 | 1 | ||
Truist Financial Corp. | 1.200% | 8/5/25 | 233 | 238 | ||
Truist Financial Corp. | 1.125% | 8/3/27 | 9,578 | 9,538 | ||
Truist Financial Corp. | 3.875% | 3/19/29 | 28,505 | 33,179 | ||
Truist Financial Corp. | 1.950% | 6/5/30 | 6,756 | 7,033 | ||
UDR Inc. | 4.000% | 10/1/25 | 254 | 284 | ||
UDR Inc. | 2.950% | 9/1/26 | 6,440 | 7,045 | ||
UDR Inc. | 3.500% | 7/1/27 | 4,934 | 5,440 | ||
UDR Inc. | 3.500% | 1/15/28 | 5,764 | 6,448 | ||
UDR Inc. | 4.400% | 1/26/29 | 9,679 | 11,488 | ||
UDR Inc. | 3.200% | 1/15/30 | 10,882 | 12,122 | ||
Unum Group | 4.000% | 6/15/29 | 8,034 | 9,152 | ||
US Bancorp | 3.950% | 11/17/25 | 7,335 | 8,444 | ||
US Bancorp | 3.100% | 4/27/26 | 25,239 | 28,108 | ||
US Bancorp | 2.375% | 7/22/26 | 44,558 | 48,220 | ||
US Bancorp | 3.150% | 4/27/27 | 16,456 | 18,554 | ||
US Bancorp | 3.900% | 4/26/28 | 6,231 | 7,412 | ||
US Bancorp | 3.000% | 7/30/29 | 16,039 | 17,915 | ||
US Bancorp | 1.375% | 7/22/30 | 20,084 | 20,152 | ||
Ventas Realty LP | 4.125% | 1/15/26 | 10,616 | 12,034 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 13,401 | 14,621 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 5,703 | 6,294 | ||
Ventas Realty LP | 4.000% | 3/1/28 | 7,948 | 8,941 | ||
Ventas Realty LP | 4.400% | 1/15/29 | 18,776 | 21,802 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 8,211 | 8,725 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 15,110 | 18,249 | ||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 645 | 726 | ||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 10,077 | 11,511 | ||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 13,617 | 15,143 | ||
VEREIT Operating Partnership LP | 3.400% | 1/15/28 | 16,136 | 17,446 | ||
VEREIT Operating Partnership LP | 2.200% | 6/15/28 | 1,000 | 1,007 | ||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 16,408 | 17,212 | ||
Visa Inc. | 3.150% | 12/14/25 | 79,348 | 88,420 | ||
Visa Inc. | 1.900% | 4/15/27 | 38,756 | 40,987 | ||
Visa Inc. | 0.750% | 8/15/27 | 10,929 | 10,849 | ||
Visa Inc. | 2.750% | 9/15/27 | 17,444 | 19,418 | ||
Visa Inc. | 2.050% | 4/15/30 | 30,990 | 33,001 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 8,421 | 9,651 | ||
2 | Voya Financial Inc. | 4.700% | 1/23/48 | 9,576 | 9,768 | |
Wachovia Corp. | 7.574% | 8/1/26 | 4,939 | 6,436 | ||
Webster Financial Corp. | 4.100% | 3/25/29 | 5,003 | 5,396 | ||
2 | Wells Fargo & Co. | 2.164% | 2/11/26 | 1,790 | 1,873 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 75,311 | 82,547 | ||
Wells Fargo & Co. | 4.100% | 6/3/26 | 68,378 | 78,630 | ||
Wells Fargo & Co. | 3.000% | 10/23/26 | 84,008 | 92,281 | ||
2 | Wells Fargo & Co. | 3.196% | 6/17/27 | 52,881 | 58,503 | |
Wells Fargo & Co. | 4.300% | 7/22/27 | 48,504 | 56,699 | ||
2 | Wells Fargo & Co. | 3.584% | 5/22/28 | 76,289 | 86,205 | |
2 | Wells Fargo & Co. | 2.393% | 6/2/28 | 38,793 | 41,023 | |
Wells Fargo & Co. | 4.150% | 1/24/29 | 40,598 | 48,161 | ||
2 | Wells Fargo & Co. | 2.879% | 10/30/30 | 90,700 | 98,260 | |
2 | Wells Fargo & Co. | 2.572% | 2/11/31 | 61,631 | 65,325 | |
2 | Wells Fargo & Co. | 4.478% | 4/4/31 | 51,145 | 62,295 | |
Welltower Inc. | 4.250% | 4/1/26 | 12,973 | 15,033 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Welltower Inc. | 2.700% | 2/15/27 | 14,632 | 15,894 | ||
Welltower Inc. | 4.250% | 4/15/28 | 20,149 | 23,387 | ||
Welltower Inc. | 4.125% | 3/15/29 | 12,354 | 14,174 | ||
Welltower Inc. | 3.100% | 1/15/30 | 9,618 | 10,415 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 38,548 | 42,578 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 28,077 | 30,895 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 21,841 | 24,737 | ||
Westpac Banking Corp. | 3.400% | 1/25/28 | 6,252 | 7,219 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 15,651 | 17,346 | ||
Westpac Banking Corp. | 4.322% | 11/23/31 | 32,855 | 37,085 | ||
Westpac Banking Corp. | 4.110% | 7/24/34 | 31,700 | 36,011 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 32,000 | 32,950 | ||
Weyerhaeuser Co. | 6.950% | 10/1/27 | 3,674 | 4,850 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 20,302 | 23,814 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 29,133 | 34,225 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 17,867 | 21,575 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 18,794 | 20,730 | ||
Wintrust Financial Corp. | 4.850% | 6/6/29 | 5,133 | 5,453 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 5,782 | 6,582 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 8,537 | 9,581 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 7,755 | 7,973 | ||
15,834,782 | ||||||
Health Care (9.7%) | ||||||
Abbott Laboratories | 3.750% | 11/30/26 | 34,234 | 39,914 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 13,029 | 13,158 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 14,244 | 14,465 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 49,939 | 55,702 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 88,468 | 97,699 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 34,972 | 42,033 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 118,810 | 133,845 | ||
Adventist Health System | 2.952% | 3/1/29 | 5,125 | 5,422 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 4,366 | 4,974 | ||
Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 6,610 | 6,909 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 7,573 | 8,299 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 7,165 | 7,800 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 12,523 | 13,007 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 21,427 | 24,457 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 11,151 | 12,076 | ||
Amgen Inc. | 2.600% | 8/19/26 | 34,386 | 37,297 | ||
Amgen Inc. | 2.200% | 2/21/27 | 35,893 | 38,007 | ||
Amgen Inc. | 3.200% | 11/2/27 | 15,065 | 16,946 | ||
Amgen Inc. | 2.450% | 2/21/30 | 28,866 | 30,874 | ||
Anthem Inc. | 2.375% | 1/15/25 | 4 | 4 | ||
Anthem Inc. | 3.650% | 12/1/27 | 33,823 | 38,751 | ||
Anthem Inc. | 4.101% | 3/1/28 | 25,120 | 29,432 | ||
Anthem Inc. | 2.875% | 9/15/29 | 25,460 | 27,938 | ||
Anthem Inc. | 2.250% | 5/15/30 | 31,291 | 33,068 | ||
Ascension Health | 2.532% | 11/15/29 | 11,033 | 11,922 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 31,215 | 31,090 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 12,445 | 14,010 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 21,215 | 25,485 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 24,982 | 24,680 | ||
Banner Health | 2.338% | 1/1/30 | 5,900 | 6,177 | ||
Banner Health | 1.897% | 1/1/31 | 5,800 | 5,852 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 16,741 | 18,181 | ||
1 | Baxter International Inc. | 3.950% | 4/1/30 | 7,400 | 8,838 | |
Becton Dickinson & Co. | 3.700% | 6/6/27 | 37,927 | 43,466 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 13,239 | 14,455 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Biogen Inc. | 2.250% | 5/1/30 | 39,242 | 40,496 | ||
Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 7,748 | 8,678 | ||
Boston Scientific Corp. | 3.750% | 3/1/26 | 34,995 | 39,722 | ||
Boston Scientific Corp. | 4.000% | 3/1/28 | 2,100 | 2,464 | ||
Boston Scientific Corp. | 4.000% | 3/1/29 | 18,520 | 21,714 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 28,866 | 30,965 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 57,579 | 63,875 | ||
Bristol-Myers Squibb Co. | 3.250% | 2/27/27 | 10,067 | 11,453 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 17,900 | 17,961 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 20,226 | 23,091 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 35,098 | 41,603 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 83,366 | 96,817 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 23,000 | 22,975 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 7,120 | 8,051 | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 20,955 | 23,475 | ||
CHRISTUS Health | 4.341% | 7/1/28 | 8,411 | 9,631 | ||
Cigna Corp. | 4.500% | 2/25/26 | 18,881 | 21,921 | ||
Cigna Corp. | 3.400% | 3/1/27 | 23,331 | 26,118 | ||
Cigna Corp. | 7.875% | 5/15/27 | 836 | 1,144 | ||
Cigna Corp. | 3.050% | 10/15/27 | 13,322 | 14,806 | ||
Cigna Corp. | 4.375% | 10/15/28 | 93,587 | 112,452 | ||
Cigna Corp. | 2.400% | 3/15/30 | 41,445 | 44,037 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 19,483 | 21,105 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 11,270 | 11,623 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 48,654 | 53,195 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 27,247 | 29,927 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 15,296 | 17,344 | ||
CVS Health Corp. | 6.250% | 6/1/27 | 2,610 | 3,316 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 22,119 | 22,070 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 192,021 | 224,968 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 44,529 | 49,518 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 36,503 | 42,229 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 24,723 | 24,614 | ||
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 12,451 | 13,689 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 13,541 | 14,908 | ||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 12,268 | 14,552 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 26,808 | 31,124 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 55,289 | 62,634 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 28,889 | 31,913 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 8,901 | 8,941 | ||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 14,246 | 14,176 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 45,682 | 54,165 | ||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 10,007 | 11,551 | ||
HCA Inc. | 5.250% | 6/15/26 | 33,330 | 39,246 | ||
HCA Inc. | 4.500% | 2/15/27 | 22,960 | 26,289 | ||
HCA Inc. | 4.125% | 6/15/29 | 40,274 | 46,315 | ||
Humana Inc. | 3.950% | 3/15/27 | 9,210 | 10,578 | ||
Humana Inc. | 3.125% | 8/15/29 | 12,644 | 14,069 | ||
Humana Inc. | 4.875% | 4/1/30 | 12,080 | 15,182 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 36,980 | 40,233 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 32,678 | 36,708 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 36,927 | 37,012 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 19,621 | 22,050 | ||
Johnson & Johnson | 6.950% | 9/1/29 | 4,380 | 6,362 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 35,007 | 35,041 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 9,078 | 10,127 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 7,795 | 8,922 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 14,969 | 16,445 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
McKesson Corp. | 3.950% | 2/16/28 | 11,796 | 13,701 | ||
McKesson Corp. | 4.750% | 5/30/29 | 8,733 | 10,697 | ||
Medtronic Global Holdings SCA | 3.350% | 4/1/27 | 7,363 | 8,365 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 29,211 | 29,240 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 35,327 | 41,230 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 25,933 | 26,316 | ||
Mercy Health | 4.302% | 7/1/28 | 5,020 | 5,723 | ||
Mylan Inc. | 4.550% | 4/15/28 | 12,218 | 14,433 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 38,070 | 40,398 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 22,093 | 24,803 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 10,820 | 11,679 | ||
PerkinElmer Inc. | 3.300% | 9/15/29 | 17,147 | 19,124 | ||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 11,510 | 12,851 | ||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 14,714 | 15,608 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 33,452 | 37,059 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 30,806 | 34,753 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 14,083 | 16,560 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 41,980 | 49,182 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 21,453 | 23,737 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 33,609 | 34,575 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 10,052 | 13,966 | ||
Providence St Joseph Health Obligated Group | 2.746% | 10/1/26 | 8,866 | 9,721 | ||
Providence St Joseph Health Obligated Group | 2.532% | 10/1/29 | 8,240 | 8,777 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 13,686 | 15,481 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 8,599 | 10,236 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 13,541 | 14,983 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 1,847 | 2,031 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 25,763 | 25,283 | ||
1 | Royalty Pharma plc | 1.750% | 9/2/27 | 28,282 | 28,773 | |
1 | Royalty Pharma plc | 2.200% | 9/2/30 | 21,482 | 21,711 | |
Rush Obligated Group | 3.922% | 11/15/29 | 7,000 | 8,095 | ||
Sanofi | 3.625% | 6/19/28 | 14,883 | 17,438 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 66,390 | 74,094 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 21,225 | 21,533 | ||
SSM Health Care Corp. | 3.823% | 6/1/27 | 5,517 | 6,165 | ||
Stanford Health Care | 3.310% | 8/15/30 | 5,950 | 6,745 | ||
Stryker Corp. | 3.500% | 3/15/26 | 14,476 | 16,326 | ||
Stryker Corp. | 3.650% | 3/7/28 | 8,026 | 9,273 | ||
Stryker Corp. | 1.950% | 6/15/30 | 26,252 | 27,144 | ||
Sutter Health | 3.695% | 8/15/28 | 7,055 | 7,826 | ||
Sutter Health | 2.294% | 8/15/30 | 14,950 | 15,257 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 32,698 | 40,578 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 65,444 | 66,737 | ||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 8,076 | 9,082 | ||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 17,243 | 19,181 | ||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 16,455 | 18,540 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 24,154 | 26,480 | ||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 26,864 | 33,675 | ||
Toledo Hospital | 5.325% | 11/15/28 | 5,527 | 6,339 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 389 | 442 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 8,899 | 10,190 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 5,878 | 6,029 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 18,555 | 20,835 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 12,127 | 13,863 | ||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 4,839 | 5,520 | ||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 20,155 | 22,599 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 35,979 | 42,708 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 25,289 | 30,407 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 25,916 | 29,183 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 15,967 | 16,948 | ||
1 | Universal Health Services Inc. | 2.650% | 10/15/30 | 13,524 | 13,930 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 66,092 | 75,435 | ||
1 | Viatris Inc. | 2.300% | 6/22/27 | 23,703 | 24,983 | |
1 | Viatris Inc. | 2.700% | 6/22/30 | 29,462 | 31,238 | |
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 10,963 | 12,033 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 3/20/30 | 20,290 | 22,998 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 11,368 | 12,702 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 20,498 | 24,223 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 17,236 | 17,892 | ||
4,227,485 | ||||||
Industrials (6.6%) | ||||||
3M Co. | 2.250% | 9/19/26 | 23,303 | 25,099 | ||
3M Co. | 2.875% | 10/15/27 | 11,215 | 12,494 | ||
3M Co. | 3.625% | 9/14/28 | 6,561 | 7,640 | ||
3M Co. | 3.375% | 3/1/29 | 17,433 | 20,071 | ||
3M Co. | 2.375% | 8/26/29 | 25,979 | 28,042 | ||
3M Co. | 3.050% | 4/15/30 | 9,507 | 10,851 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 9,045 | 9,003 | ||
Allegion plc | 3.500% | 10/1/29 | 9,882 | 10,868 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 6,700 | 7,319 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 8,933 | 10,786 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 20,741 | 22,698 | ||
2 | BNSF Funding Trust I | 6.613% | 12/15/55 | 1,990 | 2,291 | |
Boeing Co. | 2.750% | 2/1/26 | 28,000 | 28,785 | ||
Boeing Co. | 3.100% | 5/1/26 | 18,036 | 18,551 | ||
Boeing Co. | 2.250% | 6/15/26 | 10,158 | 10,099 | ||
Boeing Co. | 2.700% | 2/1/27 | 16,407 | 16,448 | ||
Boeing Co. | 2.800% | 3/1/27 | 10,973 | 11,015 | ||
Boeing Co. | 5.040% | 5/1/27 | 39,062 | 44,717 | ||
Boeing Co. | 3.250% | 2/1/28 | 15,375 | 16,030 | ||
Boeing Co. | 3.250% | 3/1/28 | 18,805 | 19,105 | ||
Boeing Co. | 3.450% | 11/1/28 | 11,019 | 11,413 | ||
Boeing Co. | 3.200% | 3/1/29 | 17,960 | 18,431 | ||
Boeing Co. | 2.950% | 2/1/30 | 14,514 | 14,548 | ||
Boeing Co. | 5.150% | 5/1/30 | 91,240 | 107,460 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 3,496 | 4,540 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 24,901 | 28,248 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 12,742 | 13,884 | ||
Canadian National Railway Co. | 6.900% | 7/15/28 | 5,741 | 7,900 | ||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 8,113 | 9,539 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 31,275 | 32,641 | ||
1 | Carrier Global Corp. | 2.493% | 2/15/27 | 26,016 | 27,701 | |
1 | Carrier Global Corp. | 2.722% | 2/15/30 | 39,258 | 41,756 | |
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 7,911 | 8,605 | ||
Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 12,350 | 12,437 | ||
Caterpillar Inc. | 2.600% | 9/19/29 | 7,915 | 8,709 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 22,115 | 24,368 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 9,607 | 11,241 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 2,745 | 2,804 | ||
CNH Industrial NV | 3.850% | 11/15/27 | 16,156 | 17,920 | ||
CSX Corp. | 2.600% | 11/1/26 | 13,812 | 15,072 | ||
CSX Corp. | 3.250% | 6/1/27 | 21,531 | 24,307 | ||
CSX Corp. | 3.800% | 3/1/28 | 22,312 | 26,003 | ||
CSX Corp. | 4.250% | 3/15/29 | 23,317 | 28,167 | ||
CSX Corp. | 2.400% | 2/15/30 | 7,210 | 7,778 | ||
CSX Transportation Inc. | 6.251% | 1/15/23 | 21 | 23 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Cummins Inc. | 1.500% | 9/1/30 | 11,610 | 11,642 | ||
Deere & Co. | 5.375% | 10/16/29 | 2,457 | 3,222 | ||
Deere & Co. | 3.100% | 4/15/30 | 16,489 | 18,938 | ||
Dover Corp. | 3.150% | 11/15/25 | 397 | 437 | ||
Dover Corp. | 2.950% | 11/4/29 | 6,932 | 7,605 | ||
Eaton Corp. | 3.103% | 9/15/27 | 11,735 | 13,111 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 16,971 | 17,019 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 10,746 | 11,292 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 6,820 | 7,179 | ||
FedEx Corp. | 3.250% | 4/1/26 | 11,405 | 12,729 | ||
FedEx Corp. | 3.300% | 3/15/27 | 9,623 | 10,779 | ||
FedEx Corp. | 3.400% | 2/15/28 | 9,270 | 10,495 | ||
FedEx Corp. | 4.200% | 10/17/28 | 7,408 | 8,870 | ||
FedEx Corp. | 3.100% | 8/5/29 | 22,698 | 25,437 | ||
FedEx Corp. | 4.250% | 5/15/30 | 21,252 | 25,815 | ||
Flowserve Corp. | 3.500% | 10/1/30 | 10,505 | 11,007 | ||
Fortive Corp. | 3.150% | 6/15/26 | 14,648 | 16,156 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 10,849 | 11,634 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 7,094 | 8,155 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 10,956 | 11,940 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 21,363 | 25,077 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 25,398 | 30,242 | ||
General Electric Co. | 5.550% | 1/5/26 | 8,325 | 9,890 | ||
General Electric Co. | 3.450% | 5/1/27 | 23,722 | 26,100 | ||
General Electric Co. | 3.625% | 5/1/30 | 24,481 | 27,401 | ||
Hexcel Corp. | 3.950% | 2/15/27 | 9,492 | 10,101 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 37,241 | 40,941 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 11,474 | 12,803 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 30,820 | 32,596 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 4,204 | 4,585 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 5,728 | 6,142 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 8,799 | 9,657 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 7,925 | 8,826 | ||
1 | Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 16,921 | 19,969 | |
IDEX Corp. | 3.000% | 5/1/30 | 10,431 | 11,554 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 20,700 | 22,906 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 24,068 | 27,630 | ||
John Deere Capital Corp. | 2.650% | 6/10/26 | 10,018 | 11,002 | ||
John Deere Capital Corp. | 2.250% | 9/14/26 | 17,413 | 18,769 | ||
John Deere Capital Corp. | 1.750% | 3/9/27 | 5,138 | 5,404 | ||
John Deere Capital Corp. | 2.800% | 9/8/27 | 13,997 | 15,633 | ||
John Deere Capital Corp. | 3.050% | 1/6/28 | 5,140 | 5,767 | ||
John Deere Capital Corp. | 3.450% | 3/7/29 | 10,697 | 12,471 | ||
John Deere Capital Corp. | 2.800% | 7/18/29 | 8,015 | 9,000 | ||
John Deere Capital Corp. | 2.450% | 1/9/30 | 26,254 | 28,725 | ||
Johnson Controls International plc | 3.900% | 2/14/26 | 8,486 | 9,577 | ||
Johnson Controls International plc | 1.750% | 9/15/30 | 14,035 | 14,308 | ||
Kansas City Southern | 2.875% | 11/15/29 | 9,772 | 10,514 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 5,808 | 6,384 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 7,033 | 8,368 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 18,949 | 20,843 | ||
Kirby Corp. | 4.200% | 3/1/28 | 10,805 | 11,342 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 8,819 | 10,082 | ||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 23,415 | 28,071 | ||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 21,160 | 25,297 | ||
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 10,588 | 11,748 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 6,100 | 6,135 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 48,688 | 55,132 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 9,634 | 10,078 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 9,924 | 10,950 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 4,117 | 5,614 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 7,956 | 8,816 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 13,847 | 16,187 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 12,060 | 13,063 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 19,139 | 21,418 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 44,516 | 50,213 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 22,841 | 28,303 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 9,087 | 9,798 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 4,000 | 4,650 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 6,250 | 6,766 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 15,064 | 16,103 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 38,802 | 41,709 | ||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 14,868 | 16,520 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 21,236 | 24,061 | ||
Pentair Finance Sarl | 4.500% | 7/1/29 | 1,435 | 1,708 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 10,200 | 10,876 | ||
Raytheon Technologies Corp. | 2.650% | 11/1/26 | 2,589 | 2,832 | ||
1 | Raytheon Technologies Corp. | 3.500% | 3/15/27 | 37,059 | 42,130 | |
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 27,829 | 31,115 | ||
1 | Raytheon Technologies Corp. | 7.200% | 8/15/27 | 2,843 | 3,823 | |
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 4,151 | 5,585 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 80,688 | 96,089 | ||
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 5,778 | 8,386 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 15,144 | 16,043 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 15,781 | 17,355 | ||
Republic Services Inc. | 3.375% | 11/15/27 | 20,511 | 23,302 | ||
Republic Services Inc. | 3.950% | 5/15/28 | 8,944 | 10,562 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 16,915 | 17,899 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 6,251 | 7,270 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 6,482 | 7,346 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 22,158 | 25,455 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 13,975 | 14,125 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 20,174 | 24,145 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 19,711 | 21,739 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 12,575 | 12,927 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 6,000 | 6,024 | ||
Ryder System Inc. | 2.900% | 12/1/26 | 8,723 | 9,481 | ||
Textron Inc. | 4.000% | 3/15/26 | 6,020 | 6,722 | ||
Textron Inc. | 3.650% | 3/15/27 | 12,043 | 13,233 | ||
Textron Inc. | 3.375% | 3/1/28 | 5,893 | 6,380 | ||
Textron Inc. | 3.900% | 9/17/29 | 9,411 | 10,666 | ||
Textron Inc. | 3.000% | 6/1/30 | 4,908 | 5,220 | ||
Timken Co. | 4.500% | 12/15/28 | 6,666 | 7,429 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 12,057 | 13,968 | ||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 5,170 | 5,820 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 14,731 | 17,355 | ||
Trimble Inc. | 4.900% | 6/15/28 | 12,414 | 14,752 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 5,153 | 5,778 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 10,971 | 12,091 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 12,424 | 13,566 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 27,891 | 29,735 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 10,141 | 11,277 | ||
Union Pacific Corp. | 3.950% | 9/10/28 | 36,538 | 43,193 | ||
Union Pacific Corp. | 6.625% | 2/1/29 | 420 | 570 | ||
Union Pacific Corp. | 3.700% | 3/1/29 | 15,057 | 17,655 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 10,189 | 11,021 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United Parcel Service Inc. | 2.400% | 11/15/26 | 14,650 | 16,000 | ||
United Parcel Service Inc. | 3.050% | 11/15/27 | 17,681 | 20,007 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 13,823 | 16,080 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 12,132 | 13,246 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 13,361 | 16,768 | ||
Waste Connections Inc. | 4.250% | 12/1/28 | 9,234 | 10,971 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 8,981 | 10,227 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 15,412 | 16,592 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 22,036 | 24,839 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 6,125 | 6,103 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 16,044 | 17,382 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 26,434 | 30,843 | ||
Xylem Inc. | 3.250% | 11/1/26 | 7,170 | 8,023 | ||
Xylem Inc. | 1.950% | 1/30/28 | 14,300 | 14,907 | ||
2,900,746 | ||||||
Materials (3.0%) | ||||||
Air Products and Chemicals Inc. | 1.500% | 10/15/25 | 8,003 | 8,316 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 14,835 | 15,630 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 9,440 | 10,044 | ||
Albemarle Wodgina Pty. Ltd. | 3.450% | 11/15/29 | 5,525 | 5,590 | ||
Amcor Finance USA Inc. | 3.625% | 4/28/26 | 515 | 575 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 15,100 | 16,042 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 8,162 | 10,105 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 11,420 | 12,204 | ||
Bemis Co. Inc. | 3.100% | 9/15/26 | 6,673 | 7,282 | ||
Bemis Co. Inc. | 2.630% | 6/19/30 | 22,709 | 24,328 | ||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 4,199 | 5,316 | ||
Cabot Corp. | 4.000% | 7/1/29 | 6,075 | 6,459 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 7,166 | 8,122 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 18,717 | 20,089 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 11,803 | 12,834 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 10,304 | 12,029 | ||
Dow Chemical Co. | 3.625% | 5/15/26 | 16,878 | 18,929 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 9,541 | 11,719 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 12,487 | 17,741 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 26,540 | 27,045 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 15,000 | 17,457 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 39,566 | 48,454 | ||
Eagle Materials Inc. | 4.500% | 8/1/26 | 5,819 | 6,050 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 9,444 | 11,255 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 24,433 | 27,164 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 10,530 | 11,917 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 15,609 | 19,905 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 3,000 | 2,977 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 7,117 | 7,546 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 14,428 | 16,484 | ||
FMC Corp. | 3.200% | 10/1/26 | 15,729 | 17,407 | ||
FMC Corp. | 3.450% | 10/1/29 | 12,521 | 14,156 | ||
Georgia-Pacific LLC | 7.375% | 12/1/25 | 1,427 | 1,819 | ||
1 | Georgia-Pacific LLC | 0.950% | 5/15/26 | 4,000 | 3,996 | |
1 | Georgia-Pacific LLC | 2.100% | 4/30/27 | 5,600 | 5,913 | |
Georgia-Pacific LLC | 7.750% | 11/15/29 | 3,072 | 4,522 | ||
1 | Georgia-Pacific LLC | 2.300% | 4/30/30 | 5,000 | 5,318 | |
Huntsman International LLC | 4.500% | 5/1/29 | 10,753 | 12,447 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 6,592 | 7,794 | ||
International Paper Co. | 3.800% | 1/15/26 | 5,216 | 5,928 | ||
International Paper Co. | 3.000% | 2/15/27 | 100 | 110 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 10,451 | 11,940 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Linde Inc. | 3.200% | 1/30/26 | 10,163 | 11,354 | ||
Linde Inc. | 1.100% | 8/10/30 | 12,479 | 12,257 | ||
LYB International Finance II BV | 3.500% | 3/2/27 | 21,177 | 23,611 | ||
LYB International Finance III LLC | 3.375% | 5/1/30 | 15,735 | 17,580 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 8,975 | 9,176 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 6,298 | 7,034 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 8,034 | 9,092 | ||
Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 12,569 | 13,243 | ||
Mosaic Co. | 4.050% | 11/15/27 | 11,105 | 12,401 | ||
Newmont Corp. | 2.800% | 10/1/29 | 23,158 | 25,360 | ||
Newmont Corp. | 2.250% | 10/1/30 | 9,778 | 10,234 | ||
Nucor Corp. | 3.950% | 5/1/28 | 9,501 | 11,156 | ||
Nucor Corp. | 2.700% | 6/1/30 | 10,347 | 11,300 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 10,582 | 12,270 | ||
Nutrien Ltd. | 4.200% | 4/1/29 | 10,005 | 11,972 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 17,427 | 19,094 | ||
Owens Corning | 3.400% | 8/15/26 | 7,388 | 8,114 | ||
Owens Corning | 3.950% | 8/15/29 | 10,683 | 12,142 | ||
Owens Corning | 3.875% | 6/1/30 | 6,531 | 7,529 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 11,613 | 12,967 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 6,448 | 7,133 | ||
PPG Industries Inc. | 3.750% | 3/15/28 | 3,250 | 3,908 | ||
PPG Industries Inc. | 2.800% | 8/15/29 | 8,017 | 8,772 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 9,231 | 9,956 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 8,253 | 8,420 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 11,287 | 15,880 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 19,727 | 27,874 | ||
RPM International Inc. | 3.750% | 3/15/27 | 7,927 | 8,745 | ||
RPM International Inc. | 4.550% | 3/1/29 | 9,070 | 10,591 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 7,787 | 8,832 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 24,530 | 27,882 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 32,438 | 35,824 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 12,366 | 13,037 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 11,249 | 12,429 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 3,890 | 3,970 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 20,566 | 23,060 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 1,000 | 1,115 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 40,163 | 47,824 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 21,169 | 23,881 | ||
Teck Resources Ltd. | 3.900% | 7/15/30 | 12,000 | 13,110 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 23,340 | 28,650 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 34,571 | 37,906 | ||
Vulcan Materials Co. | 3.900% | 4/1/27 | 8,252 | 9,435 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 16,065 | 18,312 | ||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 20,067 | 22,276 | ||
Westlake Chemical Corp. | 3.375% | 6/15/30 | 3,083 | 3,377 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 2,518 | 3,555 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 15,028 | 17,584 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 11,419 | 12,597 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 11,425 | 13,077 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 20,453 | 23,389 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 25,283 | 30,908 | ||
Yamana Gold Inc. | 4.625% | 12/15/27 | 200 | 217 | ||
1,302,370 | ||||||
Technology (8.4%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 17,145 | 19,428 | ||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 8,694 | 9,865 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 10,393 | 10,220 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Adobe Inc. | 2.150% | 2/1/27 | 19,669 | 21,073 | ||
Adobe Inc. | 2.300% | 2/1/30 | 26,325 | 28,484 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 12,416 | 12,908 | ||
Analog Devices Inc. | 3.900% | 12/15/25 | 8,151 | 9,300 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 18,906 | 21,426 | ||
Apple Inc. | 3.250% | 2/23/26 | 81,537 | 91,381 | ||
Apple Inc. | 2.450% | 8/4/26 | 40,527 | 44,065 | ||
Apple Inc. | 2.050% | 9/11/26 | 50,714 | 54,159 | ||
Apple Inc. | 3.350% | 2/9/27 | 46,434 | 52,942 | ||
Apple Inc. | 3.200% | 5/11/27 | 46,558 | 52,764 | ||
Apple Inc. | 3.000% | 6/20/27 | 8,761 | 9,851 | ||
Apple Inc. | 2.900% | 9/12/27 | 51,460 | 57,473 | ||
Apple Inc. | 3.000% | 11/13/27 | 19,572 | 22,111 | ||
Apple Inc. | 2.200% | 9/11/29 | 37,902 | 40,759 | ||
Apple Inc. | 1.650% | 5/11/30 | 40,403 | 41,595 | ||
Apple Inc. | 1.250% | 8/20/30 | 23,475 | 23,476 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 22,416 | 25,502 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 17,746 | 18,404 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 10,487 | 11,815 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 8,180 | 9,274 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 12,647 | 14,025 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 9,495 | 9,446 | ||
Avnet Inc. | 4.625% | 4/15/26 | 11,450 | 12,716 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 105,605 | 118,653 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 28,802 | 31,716 | ||
Broadcom Inc. | 4.250% | 4/15/26 | 48,846 | 55,056 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 36,159 | 39,261 | ||
Broadcom Inc. | 4.110% | 9/15/28 | 43,136 | 49,177 | ||
Broadcom Inc. | 4.750% | 4/15/29 | 63,149 | 75,107 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 55,718 | 67,440 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 51,285 | 59,564 | ||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 10,879 | 12,215 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 13,863 | 15,087 | ||
CA Inc. | 4.700% | 3/15/27 | 5,819 | 6,438 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 12,916 | 14,383 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 28,343 | 31,172 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 15,360 | 17,606 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 16,155 | 17,318 | ||
1 | Dell International LLC | 6.020% | 6/15/26 | 82,412 | 99,891 | |
1 | Dell International LLC | 4.900% | 10/1/26 | 49,431 | 57,603 | |
1 | Dell International LLC | 6.100% | 7/15/27 | 10,940 | 13,451 | |
1 | Dell International LLC | 5.300% | 10/1/29 | 42,428 | 51,061 | |
1 | Dell International LLC | 6.200% | 7/15/30 | 14,106 | 17,872 | |
DXC Technology Co. | 4.750% | 4/15/27 | 16,996 | 19,145 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 3,968 | 4,723 | ||
Equifax Inc. | 2.600% | 12/15/25 | 10,908 | 11,801 | ||
Equifax Inc. | 3.100% | 5/15/30 | 15,959 | 17,554 | ||
Flex Ltd. | 3.750% | 2/1/26 | 12,095 | 13,382 | ||
Flex Ltd. | 4.875% | 6/15/29 | 15,991 | 18,637 | ||
Flex Ltd. | 4.875% | 5/12/30 | 5,486 | 6,524 | ||
FLIR Systems Inc. | 2.500% | 8/1/30 | 10,332 | 10,813 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 24,008 | 24,598 | ||
HP Inc. | 3.000% | 6/17/27 | 14,785 | 16,027 | ||
HP Inc. | 3.400% | 6/17/30 | 22,749 | 24,943 | ||
IHS Markit Ltd. | 4.750% | 8/1/28 | 14,472 | 17,312 | ||
IHS Markit Ltd. | 4.250% | 5/1/29 | 20,961 | 24,524 | ||
Intel Corp. | 2.600% | 5/19/26 | 20,169 | 22,067 | ||
Intel Corp. | 3.750% | 3/25/27 | 27,354 | 31,804 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Intel Corp. | 3.150% | 5/11/27 | 16,632 | 18,720 | ||
Intel Corp. | 2.450% | 11/15/29 | 43,845 | 47,813 | ||
Intel Corp. | 3.900% | 3/25/30 | 25,174 | 30,380 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 33,978 | 38,498 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 71,178 | 80,204 | ||
International Business Machines Corp. | 3.300% | 1/27/27 | 8,460 | 9,503 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 36,427 | 37,784 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 4,382 | 5,699 | ||
International Business Machines Corp. | 6.500% | 1/15/28 | 4,250 | 5,622 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 60,470 | 69,941 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 28,692 | 29,644 | ||
Intuit Inc. | 1.350% | 7/15/27 | 7,315 | 7,442 | ||
Intuit Inc. | 1.650% | 7/15/30 | 12,740 | 13,048 | ||
Jabil Inc. | 3.950% | 1/12/28 | 11,038 | 12,343 | ||
Jabil Inc. | 3.600% | 1/15/30 | 9,957 | 10,882 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 15,867 | 18,197 | ||
KLA Corp. | 4.100% | 3/15/29 | 14,143 | 16,973 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 14,334 | 16,435 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 18,378 | 22,055 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 17,238 | 17,913 | ||
1 | Leidos Inc. | 4.375% | 5/15/30 | 13,904 | 16,476 | |
Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 10,937 | 12,960 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 7,020 | 7,855 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 8,094 | 9,470 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 23,776 | 27,372 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 13,030 | 15,962 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 16,870 | 20,286 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 100,005 | 108,986 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 82,323 | 94,037 | ||
Moody's Corp. | 3.250% | 1/15/28 | 9,141 | 10,334 | ||
Moody's Corp. | 4.250% | 2/1/29 | 4,971 | 5,922 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 19,936 | 23,535 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 10,806 | 12,826 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 17,000 | 17,338 | ||
NetApp Inc. | 2.375% | 6/22/27 | 12,875 | 13,651 | ||
NetApp Inc. | 2.700% | 6/22/30 | 13,628 | 14,355 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 25,274 | 28,561 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 31,930 | 35,772 | ||
1 | NXP BV | 5.350% | 3/1/26 | 5,725 | 6,857 | |
1 | NXP BV | 3.875% | 6/18/26 | 16,393 | 18,564 | |
1 | NXP BV | 3.150% | 5/1/27 | 17,767 | 19,379 | |
1 | NXP BV | 5.550% | 12/1/28 | 8,741 | 10,971 | |
1 | NXP BV | 4.300% | 6/18/29 | 21,301 | 25,026 | |
1 | NXP BV | 3.400% | 5/1/30 | 20,958 | 23,575 | |
Oracle Corp. | 2.650% | 7/15/26 | 66,370 | 72,403 | ||
Oracle Corp. | 2.800% | 4/1/27 | 52,671 | 57,963 | ||
Oracle Corp. | 3.250% | 11/15/27 | 52,283 | 59,322 | ||
Oracle Corp. | 2.950% | 4/1/30 | 64,374 | 72,052 | ||
Oracle Corp. | 3.250% | 5/15/30 | 9,592 | 11,042 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 41,899 | 47,327 | ||
1 | QUALCOMM Inc. | 1.300% | 5/20/28 | 18,601 | 18,638 | |
QUALCOMM Inc. | 2.150% | 5/20/30 | 26,620 | 28,258 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 14,918 | 17,557 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 13,768 | 15,284 | ||
S&P Global Inc. | 2.950% | 1/22/27 | 15,324 | 16,925 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 10,995 | 11,938 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 12,477 | 12,325 | ||
salesforce.com Inc. | 3.700% | 4/11/28 | 31,189 | 36,634 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Seagate HDD Cayman | 4.875% | 6/1/27 | 10,760 | 12,266 | ||
1 | Seagate HDD Cayman | 4.091% | 6/1/29 | 18,267 | 20,185 | |
ServiceNow Inc. | 1.400% | 9/1/30 | 26,642 | 25,839 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 7,982 | 8,928 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 29,215 | 31,638 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 19,949 | 20,601 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 9,961 | 11,156 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 16,955 | 20,342 | ||
VMware Inc. | 4.650% | 5/15/27 | 12,868 | 15,058 | ||
VMware Inc. | 3.900% | 8/21/27 | 23,504 | 26,302 | ||
VMware Inc. | 4.700% | 5/15/30 | 24,115 | 29,177 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 16,113 | 16,910 | ||
3,643,623 | ||||||
Utilities (6.4%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 17,560 | 20,528 | ||
AEP Texas Inc. | 2.100% | 7/1/30 | 15,338 | 16,028 | ||
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 3,817 | 4,279 | ||
1,4 | AES Corp. | 1.375% | 1/15/26 | 15,800 | 15,884 | |
1,4 | AES Corp. | 2.450% | 1/15/31 | 7,700 | 7,759 | |
Alabama Power Co. | 1.450% | 9/15/30 | 7,000 | 7,134 | ||
Ameren Corp. | 3.650% | 2/15/26 | 5,312 | 5,977 | ||
Ameren Corp. | 3.500% | 1/15/31 | 4,000 | 4,626 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 6,139 | 7,225 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 5,000 | 5,041 | ||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 11,726 | 13,072 | ||
American Electric Power Co. Inc. | 4.300% | 12/1/28 | 11,352 | 13,588 | ||
American Electric Power Co. Inc. | 2.300% | 3/1/30 | 6,277 | 6,564 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 5,597 | 6,177 | ||
American Water Capital Corp. | 3.750% | 9/1/28 | 9,899 | 11,529 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 19,386 | 22,273 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 13,175 | 14,537 | ||
Appalachian Power Co. | 3.300% | 6/1/27 | 4,600 | 5,113 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 3,994 | 4,371 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 7,725 | 8,380 | ||
Atlantic City Electric Co. | 4.000% | 10/15/28 | 5,536 | 6,500 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 9,321 | 10,351 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 8,657 | 9,529 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 15,186 | 17,554 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 5,578 | 6,011 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 24,016 | 27,221 | ||
1 | Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 10,704 | 12,688 | |
Black Hills Corp. | 3.950% | 1/15/26 | 5,845 | 6,546 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 4,635 | 5,016 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 14,856 | 16,254 | ||
Black Hills Corp. | 2.500% | 6/15/30 | 1,970 | 2,058 | ||
CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 4,092 | 4,408 | ||
CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 4,621 | 5,073 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 9,927 | 11,759 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 7,030 | 7,686 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 5,971 | 7,025 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 11,508 | 11,704 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 6,607 | 7,088 | ||
Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | 3,510 | 3,556 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 7,056 | 7,762 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 5,686 | 6,370 | ||
CMS Energy Corp. | 4.750% | 6/1/50 | 12,787 | 14,049 | ||
CMS Energy Corp. | 3.750% | 12/1/50 | 2,000 | 2,020 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 6,214 | 6,775 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Commonwealth Edison Co. | 2.950% | 8/15/27 | 5,092 | 5,653 | ||
Commonwealth Edison Co. | 3.700% | 8/15/28 | 11,007 | 12,948 | ||
Commonwealth Edison Co. | 2.200% | 3/1/30 | 4,976 | 5,351 | ||
4 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 6,000 | 6,007 | |
Connecticut Light & Power Co. | 3.200% | 3/15/27 | 7,485 | 8,345 | ||
Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 7,000 | 7,774 | ||
Consolidated Edison Co. of New York Inc. | 3.800% | 5/15/28 | 5,626 | 6,521 | ||
Consolidated Edison Co. of New York Inc. | 4.000% | 12/1/28 | 6,350 | 7,537 | ||
Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 15,245 | 17,574 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 5,754 | 6,798 | ||
Dominion Energy Inc. | 2.850% | 8/15/26 | 14,322 | 15,716 | ||
Dominion Energy Inc. | 3.600% | 3/15/27 | 390 | 442 | ||
Dominion Energy Inc. | 4.250% | 6/1/28 | 9,215 | 10,926 | ||
Dominion Energy Inc. | 3.375% | 4/1/30 | 32,049 | 36,656 | ||
DTE Electric Co. | 2.250% | 3/1/30 | 8,980 | 9,630 | ||
DTE Energy Co. | 2.850% | 10/1/26 | 15,990 | 17,497 | ||
DTE Energy Co. | 3.800% | 3/15/27 | 8,127 | 9,259 | ||
DTE Energy Co. | 3.400% | 6/15/29 | 15,540 | 17,628 | ||
DTE Energy Co. | 2.950% | 3/1/30 | 5,870 | 6,439 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 11,213 | 12,562 | ||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 11,178 | 13,459 | ||
Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 2,475 | 3,211 | ||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 15,133 | 16,437 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 11,565 | 12,449 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 39,572 | 43,044 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 11,072 | 12,379 | ||
Duke Energy Corp. | 3.400% | 6/15/29 | 9,617 | 10,926 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 28,956 | 30,927 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 18,412 | 20,680 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 14,567 | 17,177 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 12,482 | 13,564 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 9,258 | 9,494 | ||
Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 2,419 | 2,612 | ||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 12,781 | 14,839 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 5,732 | 5,990 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 6,392 | 7,361 | ||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 21,678 | 25,028 | ||
1 | East Ohio Gas Co. | 2.000% | 6/15/30 | 3,150 | 3,269 | |
Eastern Energy Gas Holdings LLC | 3.000% | 11/15/29 | 6,695 | 7,401 | ||
Edison International | 5.750% | 6/15/27 | 5,898 | 6,868 | ||
Edison International | 4.125% | 3/15/28 | 15,237 | 16,648 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 19,719 | 21,964 | ||
Enel Americas SA | 4.000% | 10/25/26 | 12,289 | 13,577 | ||
Enel Chile SA | 4.875% | 6/12/28 | 16,147 | 18,845 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 11,824 | 13,345 | ||
Entergy Corp. | 2.950% | 9/1/26 | 27,020 | 29,756 | ||
Entergy Corp. | 2.800% | 6/15/30 | 13,575 | 14,745 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 7,268 | 7,849 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 5,618 | 6,252 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 11,482 | 12,924 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 11,302 | 12,480 | ||
Entergy Texas Inc. | 4.000% | 3/30/29 | 9,477 | 11,150 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 2,000 | 2,005 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 10,593 | 12,063 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 8,828 | 9,504 | ||
Evergy Inc. | 2.900% | 9/15/29 | 14,331 | 15,556 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 9,399 | 10,126 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 6,547 | 7,241 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Evergy Metro Inc. | 2.250% | 6/1/30 | 11,812 | 12,570 | ||
Eversource Energy | 3.300% | 1/15/28 | 9,495 | 10,568 | ||
Eversource Energy | 4.250% | 4/1/29 | 12,709 | 15,166 | ||
Eversource Energy | 1.650% | 8/15/30 | 9,773 | 9,753 | ||
Exelon Corp. | 3.400% | 4/15/26 | 24,304 | 27,251 | ||
Exelon Corp. | 4.050% | 4/15/30 | 38,724 | 45,831 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 16,181 | 17,899 | ||
Fortis Inc. | 3.055% | 10/4/26 | 16,945 | 18,548 | ||
Georgia Power Co. | 3.250% | 4/1/26 | 8,790 | 9,894 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 8,217 | 9,068 | ||
Georgia Power Co. | 2.650% | 9/15/29 | 21,189 | 23,239 | ||
Gulf Power Co. | 3.300% | 5/30/27 | 4,040 | 4,539 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 13,872 | 15,991 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 10,273 | 12,251 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 8,018 | 9,296 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 5,152 | 5,486 | ||
1 | IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 4,890 | 5,622 | |
ITC Holdings Corp. | 3.250% | 6/30/26 | 7,015 | 7,813 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 10,790 | 12,026 | ||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 6,484 | 7,305 | ||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 20,499 | 24,470 | ||
Mississippi Power Co. | 3.950% | 3/30/28 | 4,620 | 5,298 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 8,437 | 9,467 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 8,896 | 9,143 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 5,825 | 6,112 | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 13,034 | 14,552 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 18,603 | 21,503 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 7,385 | 8,719 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 18,606 | 21,726 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 8,687 | 9,396 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 5,375 | 5,891 | |
Nevada Power Co. | 3.700% | 5/1/29 | 13,106 | 15,389 | ||
Nevada Power Co. | 2.400% | 5/1/30 | 1,425 | 1,528 | ||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 9,317 | 10,400 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 10,589 | 11,947 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 10,797 | 12,295 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 20,798 | 22,633 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 55,513 | 58,071 | ||
2 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 18,850 | 20,664 | |
2 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 7,710 | 9,050 | |
NiSource Inc. | 3.490% | 5/15/27 | 12,033 | 13,545 | ||
NiSource Inc. | 2.950% | 9/1/29 | 22,255 | 24,452 | ||
NiSource Inc. | 3.600% | 5/1/30 | 24,218 | 27,995 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 15,693 | 17,634 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 5,302 | 6,070 | ||
NSTAR Electric Co. | 3.950% | 4/1/30 | 8,436 | 10,260 | ||
Ohio Power Co. | 2.600% | 4/1/30 | 2,150 | 2,359 | ||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 6,145 | 7,069 | ||
Oklahoma Gas & Electric Co. | 3.300% | 3/15/30 | 2,665 | 3,042 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 12,226 | 13,920 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 10,798 | 12,695 | ||
Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 2,753 | 3,608 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 7,567 | 8,439 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ONE Gas Inc. | 2.000% | 5/15/30 | 4,896 | 5,137 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 46,525 | 49,156 | ||
Pacific Gas & Electric Co. | 2.950% | 3/1/26 | 4,000 | 4,193 | ||
Pacific Gas & Electric Co. | 2.100% | 8/1/27 | 2,025 | 2,032 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 44,163 | 46,906 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 27,050 | 29,161 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 66,307 | 75,626 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 6,000 | 6,030 | ||
PacifiCorp | 3.500% | 6/15/29 | 12,889 | 14,822 | ||
PacifiCorp | 2.700% | 9/15/30 | 7,861 | 8,677 | ||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 7,770 | 8,781 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 30,295 | 33,605 | ||
PPL Capital Funding Inc. | 4.125% | 4/15/30 | 10,924 | 12,876 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 8,215 | 9,541 | ||
Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 9,402 | 10,130 | ||
Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 3,167 | 3,525 | ||
Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 7,680 | 8,864 | ||
Public Service Electric & Gas Co. | 3.650% | 9/1/28 | 6,322 | 7,372 | ||
Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 8,613 | 9,841 | ||
Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 5,229 | 5,708 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 11,856 | 11,695 | ||
1 | Puget Energy Inc. | 4.100% | 6/15/30 | 13,805 | 15,654 | |
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 3,983 | 4,316 | ||
San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 14,450 | 14,578 | ||
Sempra Energy | 3.750% | 11/15/25 | 749 | 846 | ||
Sempra Energy | 3.250% | 6/15/27 | 20,181 | 22,213 | ||
Sempra Energy | 3.400% | 2/1/28 | 23,783 | 26,523 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 18,104 | 19,681 | ||
Southern California Edison Co. | 1.200% | 2/1/26 | 7,450 | 7,463 | ||
Southern California Edison Co. | 3.650% | 3/1/28 | 8,779 | 9,838 | ||
Southern California Edison Co. | 4.200% | 3/1/29 | 13,221 | 15,387 | ||
Southern California Edison Co. | 6.650% | 4/1/29 | 5,328 | 6,675 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 9,425 | 10,183 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 10,674 | 11,042 | ||
Southern California Gas Co. | 2.600% | 6/15/26 | 8,250 | 8,906 | ||
Southern California Gas Co. | 2.550% | 2/1/30 | 9,880 | 10,658 | ||
Southern Co. | 3.250% | 7/1/26 | 35,919 | 40,211 | ||
Southern Co. | 3.700% | 4/30/30 | 24,980 | 28,997 | ||
Southern Co. | 4.000% | 1/15/51 | 26,400 | 27,655 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 7,667 | 8,504 | ||
Southern Power Co. | 4.150% | 12/1/25 | 4,566 | 5,233 | ||
Southwest Gas Corp. | 3.700% | 4/1/28 | 4,320 | 4,949 | ||
Southwest Gas Corp. | 2.200% | 6/15/30 | 10,705 | 11,230 | ||
Southwestern Electric Power Co. | 2.750% | 10/1/26 | 6,961 | 7,505 | ||
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 20,244 | 23,510 | ||
Tucson Electric Power Co. | 1.500% | 8/1/30 | 5,580 | 5,544 | ||
Union Electric Co. | 2.950% | 6/15/27 | 8,302 | 9,179 | ||
Union Electric Co. | 3.500% | 3/15/29 | 12,453 | 14,279 | ||
Union Electric Co. | 2.950% | 3/15/30 | 7,306 | 8,193 | ||
United Utilities plc | 6.875% | 8/15/28 | 2,312 | 2,994 | ||
Virginia Electric & Power Co. | 3.150% | 1/15/26 | 24,412 | 27,095 | ||
Virginia Electric & Power Co. | 2.950% | 11/15/26 | 11,119 | 12,352 | ||
Virginia Electric & Power Co. | 3.500% | 3/15/27 | 17,988 | 20,578 | ||
Virginia Electric & Power Co. | 3.800% | 4/1/28 | 23,738 | 27,967 | ||
Virginia Electric & Power Co. | 2.875% | 7/15/29 | 12,575 | 13,884 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 11,750 | 11,789 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 7,705 | 7,717 | ||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 4,620 | 5,130 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Wisconsin Power & Light Co. | 3.000% | 7/1/29 | 3,175 | 3,554 | ||
Xcel Energy Inc. | 3.350% | 12/1/26 | 7,367 | 8,256 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 10,556 | 12,428 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 12,996 | 13,954 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 12,855 | 14,750 | ||
2,804,032 | ||||||
Total Corporate Bonds (Cost $40,630,358) | 42,926,076 | |||||
Shares | ||||||
Temporary Cash Investments (0.1%) | ||||||
Money Market Fund (0.1%) | ||||||
5 | Vanguard Market Liquidity Fund (Cost $40,906) | 0.109% | 409,063 | 40,906 | ||
Total Investments (99.2%) (Cost $40,901,202) | 43,196,792 | |||||
Other Assets and Liabilities—Net (0.8%) | 343,039 | |||||
Net Assets (100%) | 43,539,831 |
Cost is in $000. | |
1 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At November 30, 2020, the aggregate value of these securities was $1,357,217,000, representing 3.1% of net assets. |
2 | 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. |
3 | Securities with a value of $2,738,000 have been segregated as initial margin for open futures contracts. |
4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of November 30, 2020. |
5 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Short Futures Contracts | ||||
Ultra 10-Year U.S. Treasury Note | March 2021 | (50) | (7,856) | 1 |
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.
B. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C. Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments and derivatives as of November 30, 2020, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 229,810 | — | 229,810 |
Corporate Bonds | — | 42,926,076 | — | 42,926,076 |
Temporary Cash Investments | 40,906 | — | — | 40,906 |
Total | 40,906 | 43,155,886 | — | 43,196,792 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 42 | — | — | 42 |
1 | Represents variation margin on the last day of the reporting period. |