Vanguard® Long-Term Corporate Bond Index Fund
Schedule of Investments (unaudited)
As of May 31, 2024
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) | |||
Corporate Bonds (98.3%) | ||||||
Communications (11.7%) | ||||||
Alphabet Inc. | 1.900% | 8/15/40 | 5,665 | 3,690 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 13,620 | 7,748 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 4,720 | 2,621 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 4,313 | 4,608 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 1,669 | 1,765 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 8,493 | 8,803 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 5,899 | 5,026 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 5,395 | 4,540 | ||
AT&T Inc. | 4.500% | 5/15/35 | 11,160 | 10,206 | ||
AT&T Inc. | 5.250% | 3/1/37 | 4,873 | 4,714 | ||
AT&T Inc. | 4.900% | 8/15/37 | 3,847 | 3,562 | ||
AT&T Inc. | 4.850% | 3/1/39 | 9,756 | 8,898 | ||
AT&T Inc. | 5.350% | 9/1/40 | 3,346 | 3,196 | ||
AT&T Inc. | 3.500% | 6/1/41 | 14,436 | 11,020 | ||
AT&T Inc. | 5.550% | 8/15/41 | 995 | 972 | ||
AT&T Inc. | 4.300% | 12/15/42 | 12,311 | 10,267 | ||
AT&T Inc. | 3.100% | 2/1/43 | 2,665 | 1,956 | ||
AT&T Inc. | 4.650% | 6/1/44 | 4,738 | 4,037 | ||
AT&T Inc. | 4.350% | 6/15/45 | 5,277 | 4,388 | ||
AT&T Inc. | 4.750% | 5/15/46 | 8,968 | 7,813 | ||
1 | AT&T Inc. | 5.150% | 11/15/46 | 2,995 | 2,758 | |
AT&T Inc. | 5.450% | 3/1/47 | 2,286 | 2,199 | ||
AT&T Inc. | 4.500% | 3/9/48 | 13,172 | 10,872 | ||
AT&T Inc. | 4.550% | 3/9/49 | 5,306 | 4,390 | ||
AT&T Inc. | 5.150% | 2/15/50 | 3,724 | 3,325 | ||
AT&T Inc. | 3.650% | 6/1/51 | 16,314 | 11,493 | ||
AT&T Inc. | 3.500% | 9/15/53 | 36,432 | 24,626 | ||
AT&T Inc. | 3.550% | 9/15/55 | 34,827 | 23,396 | ||
AT&T Inc. | 3.800% | 12/1/57 | 24,782 | 17,244 | ||
AT&T Inc. | 3.650% | 9/15/59 | 27,516 | 18,340 | ||
AT&T Inc. | 3.850% | 6/1/60 | 5,186 | 3,615 | ||
AT&T Inc. | 3.500% | 2/1/61 | 866 | 570 | ||
Bell Telephone Co. of Canada or Bell Canada | 4.464% | 4/1/48 | 4,970 | 4,139 | ||
Bell Telephone Co. of Canada or Bell Canada | 4.300% | 7/29/49 | 1,595 | 1,294 | ||
1 | Bell Telephone Co. of Canada or Bell Canada | 3.650% | 3/17/51 | 1,918 | 1,379 | |
1 | Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | 2,710 | 1,777 | |
Bell Telephone Co. of Canada or Bell Canada | 3.650% | 8/15/52 | 3,507 | 2,519 | ||
Bell Telephone Co. of Canada or Bell Canada | 5.550% | 2/15/54 | 4,457 | 4,296 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 8,385 | 8,180 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 5,151 | 4,447 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 9,510 | 6,378 | ||
Charter Communications Operating LLC | 3.500% | 3/1/42 | 7,204 | 4,788 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 17,000 | 15,670 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 14,540 | 11,664 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 10,745 | 9,025 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 6,266 | 4,810 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 11,917 | 8,778 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 9,768 | 5,977 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 10,746 | 6,749 | ||
Charter Communications Operating LLC | 5.250% | 4/1/53 | 6,582 | 5,180 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 8,251 | 4,855 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 5,376 | 3,496 | ||
Charter Communications Operating LLC | 3.950% | 6/30/62 | 6,169 | 3,667 | ||
Charter Communications Operating LLC | 5.500% | 4/1/63 | 3,338 | 2,610 | ||
Comcast Corp. | 7.050% | 3/15/33 | 26 | 30 | ||
Comcast Corp. | 4.200% | 8/15/34 | 4,053 | 3,694 | ||
Comcast Corp. | 5.650% | 6/15/35 | 3,374 | 3,438 | ||
Comcast Corp. | 4.400% | 8/15/35 | 3,662 | 3,365 | ||
Comcast Corp. | 6.500% | 11/15/35 | 2,708 | 2,938 | ||
Comcast Corp. | 3.200% | 7/15/36 | 3,224 | 2,587 | ||
Comcast Corp. | 6.450% | 3/15/37 | 2,522 | 2,718 | ||
Comcast Corp. | 6.950% | 8/15/37 | 1,638 | 1,834 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Comcast Corp. | 3.900% | 3/1/38 | 6,552 | 5,535 | ||
Comcast Corp. | 4.600% | 10/15/38 | 5,966 | 5,420 | ||
Comcast Corp. | 6.550% | 7/1/39 | 1,680 | 1,830 | ||
Comcast Corp. | 3.250% | 11/1/39 | 6,149 | 4,692 | ||
Comcast Corp. | 3.750% | 4/1/40 | 11,110 | 9,017 | ||
Comcast Corp. | 4.650% | 7/15/42 | 3,240 | 2,890 | ||
Comcast Corp. | 4.600% | 8/15/45 | 5,538 | 4,797 | ||
Comcast Corp. | 3.400% | 7/15/46 | 5,755 | 4,147 | ||
Comcast Corp. | 4.000% | 8/15/47 | 3,654 | 2,862 | ||
Comcast Corp. | 3.969% | 11/1/47 | 11,163 | 8,690 | ||
Comcast Corp. | 4.000% | 3/1/48 | 4,169 | 3,272 | ||
Comcast Corp. | 4.700% | 10/15/48 | 10,099 | 8,923 | ||
Comcast Corp. | 3.999% | 11/1/49 | 8,174 | 6,331 | ||
Comcast Corp. | 3.450% | 2/1/50 | 9,042 | 6,370 | ||
Comcast Corp. | 2.800% | 1/15/51 | 7,476 | 4,572 | ||
Comcast Corp. | 2.887% | 11/1/51 | 21,235 | 13,205 | ||
Comcast Corp. | 2.450% | 8/15/52 | 7,208 | 4,030 | ||
Comcast Corp. | 4.049% | 11/1/52 | 1,781 | 1,380 | ||
Comcast Corp. | 5.350% | 5/15/53 | 9,323 | 8,884 | ||
Comcast Corp. | 5.650% | 6/1/54 | 7,500 | 7,435 | ||
Comcast Corp. | 2.937% | 11/1/56 | 21,051 | 12,648 | ||
Comcast Corp. | 4.950% | 10/15/58 | 4,338 | 3,856 | ||
Comcast Corp. | 2.650% | 8/15/62 | 7,380 | 3,999 | ||
Comcast Corp. | 2.987% | 11/1/63 | 15,198 | 8,870 | ||
Comcast Corp. | 5.500% | 5/15/64 | 8,535 | 8,158 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 1,478 | 1,281 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 1,710 | 1,656 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 1,050 | 841 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 4,602 | 3,724 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 4,665 | 3,784 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 4,307 | 3,181 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 8,843 | 5,617 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 3,403 | 2,181 | ||
Fox Corp. | 5.476% | 1/25/39 | 5,133 | 4,848 | ||
Fox Corp. | 5.576% | 1/25/49 | 6,719 | 6,133 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 3,786 | 3,766 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 3,366 | 2,784 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 3,825 | 3,691 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 1,918 | 1,639 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 2,231 | 1,625 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 2,097 | 1,942 | ||
Meta Platforms Inc. | 4.450% | 8/15/52 | 11,718 | 10,003 | ||
Meta Platforms Inc. | 5.600% | 5/15/53 | 14,865 | 15,064 | ||
Meta Platforms Inc. | 4.650% | 8/15/62 | 5,994 | 5,125 | ||
Meta Platforms Inc. | 5.750% | 5/15/63 | 8,285 | 8,464 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 5,537 | 4,767 | ||
Orange SA | 5.375% | 1/13/42 | 4,859 | 4,681 | ||
Orange SA | 5.500% | 2/6/44 | 3,413 | 3,335 | ||
Paramount Global | 6.875% | 4/30/36 | 4,436 | 4,237 | ||
Paramount Global | 5.900% | 10/15/40 | 1,860 | 1,535 | ||
Paramount Global | 4.850% | 7/1/42 | 2,084 | 1,548 | ||
Paramount Global | 4.375% | 3/15/43 | 7,275 | 4,980 | ||
Paramount Global | 5.850% | 9/1/43 | 6,084 | 4,944 | ||
Paramount Global | 5.250% | 4/1/44 | 1,461 | 1,094 | ||
Paramount Global | 4.900% | 8/15/44 | 2,339 | 1,678 | ||
Paramount Global | 4.600% | 1/15/45 | 2,139 | 1,484 | ||
Paramount Global | 4.950% | 5/19/50 | 4,362 | 3,139 | ||
Rogers Communications Inc. | 7.500% | 8/15/38 | 968 | 1,111 | ||
Rogers Communications Inc. | 4.500% | 3/15/42 | 3,560 | 3,004 | ||
Rogers Communications Inc. | 4.500% | 3/15/43 | 2,074 | 1,740 | ||
Rogers Communications Inc. | 5.450% | 10/1/43 | 2,954 | 2,786 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 4,659 | 4,169 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 3,130 | 2,467 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 5,313 | 4,210 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 5,036 | 3,558 | ||
Rogers Communications Inc. | 4.550% | 3/15/52 | 8,543 | 6,954 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 9,096 | 9,877 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 1,010 | 889 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 12,585 | 11,213 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 5,915 | 5,019 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 5,400 | 5,006 | ||
TELUS Corp. | 4.600% | 11/16/48 | 4,376 | 3,652 | ||
TELUS Corp. | 4.300% | 6/15/49 | 2,067 | 1,629 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 1,855 | 1,853 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 1,794 | 1,851 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 1,668 | 1,637 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 7,350 | 6,959 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 5,699 | 5,755 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 4,825 | 4,658 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 5,836 | 5,039 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 4,855 | 4,050 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 8,143 | 5,964 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 8,305 | 7,224 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 11,165 | 8,005 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 13,575 | 11,303 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 9,725 | 6,545 | ||
T-Mobile USA Inc. | 3.400% | 10/15/52 | 8,942 | 6,082 | ||
T-Mobile USA Inc. | 5.650% | 1/15/53 | 9,940 | 9,784 | ||
T-Mobile USA Inc. | 5.750% | 1/15/54 | 9,711 | 9,653 | ||
T-Mobile USA Inc. | 6.000% | 6/15/54 | 6,932 | 7,151 | ||
T-Mobile USA Inc. | 5.500% | 1/15/55 | 3,415 | 3,277 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 6,913 | 4,642 | ||
T-Mobile USA Inc. | 5.800% | 9/15/62 | 1,921 | 1,913 | ||
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 2,333 | 2,032 | ||
1 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 3,341 | 2,829 | |
1 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 1,402 | 1,115 | |
1 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 6,147 | 5,127 | |
1 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 3,325 | 2,252 | |
Verizon Communications Inc. | 4.400% | 11/1/34 | 4,718 | 4,350 | ||
Verizon Communications Inc. | 5.850% | 9/15/35 | 940 | 972 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 5,100 | 4,596 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 10,166 | 9,985 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 6,693 | 6,183 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 10,887 | 7,508 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 13,436 | 10,269 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 6,962 | 4,878 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 3,401 | 3,117 | ||
Verizon Communications Inc. | 3.850% | 11/1/42 | 5,069 | 4,046 | ||
Verizon Communications Inc. | 6.550% | 9/15/43 | 3,608 | 3,982 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 5,639 | 4,570 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 11,282 | 10,285 | ||
Verizon Communications Inc. | 5.500% | 3/16/47 | 1,592 | 1,596 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 5,760 | 4,924 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 5,046 | 3,935 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 15,727 | 9,898 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 19,340 | 13,835 | ||
Verizon Communications Inc. | 3.875% | 3/1/52 | 7,680 | 5,809 | ||
Verizon Communications Inc. | 5.500% | 2/23/54 | 3,131 | 3,047 | ||
Verizon Communications Inc. | 5.012% | 8/21/54 | 3,180 | 2,887 | ||
Verizon Communications Inc. | 4.672% | 3/15/55 | 4,834 | 4,169 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 12,525 | 7,630 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 10,186 | 6,089 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 14,481 | 10,183 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 9,961 | 10,396 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 2,885 | 2,761 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 5,613 | 4,752 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 4,346 | 4,031 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 7,062 | 6,142 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 6,914 | 5,414 | ||
Vodafone Group plc | 5.625% | 2/10/53 | 3,017 | 2,910 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 1,626 | 1,429 | ||
Vodafone Group plc | 5.750% | 2/10/63 | 3,888 | 3,783 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 3,899 | 4,221 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 4,798 | 5,217 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 1,412 | 1,517 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 6,177 | 6,905 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 2,569 | 2,368 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 9,625 | 7,642 | ||
Walt Disney Co. | 6.150% | 2/15/41 | 2,520 | 2,675 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 5,304 | 5,238 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Walt Disney Co. | 4.750% | 9/15/44 | 2,518 | 2,284 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 2,085 | 1,930 | ||
Walt Disney Co. | 7.750% | 12/1/45 | 1,082 | 1,389 | ||
Walt Disney Co. | 4.750% | 11/15/46 | 1,956 | 1,750 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 8,872 | 5,609 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 6,250 | 5,634 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 10,130 | 7,526 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 5,099 | 3,774 | ||
Warnermedia Holdings Inc. | 5.050% | 3/15/42 | 23,788 | 19,661 | ||
Warnermedia Holdings Inc. | 5.141% | 3/15/52 | 32,970 | 26,017 | ||
Warnermedia Holdings Inc. | 5.391% | 3/15/62 | 16,272 | 12,802 | ||
1,160,028 | ||||||
Consumer Discretionary (5.7%) | ||||||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 3,320 | 3,085 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 5,824 | 4,980 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 4,702 | 3,206 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 9,004 | 7,203 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 6,270 | 4,048 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 4,168 | 3,325 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 3,998 | 2,469 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 2,255 | 2,228 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 14,737 | 12,930 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 11,622 | 8,580 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 3,482 | 3,376 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 15,525 | 12,963 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 12,105 | 7,347 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 14,766 | 10,104 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 11,210 | 8,987 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 9,530 | 7,926 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 9,751 | 5,710 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 7,336 | 4,865 | ||
Amazon.com Inc. | 4.100% | 4/13/62 | 5,486 | 4,390 | ||
1 | American University | 3.672% | 4/1/49 | 2,157 | 1,661 | |
Aptiv plc | 4.400% | 10/1/46 | 1,120 | 876 | ||
Aptiv plc | 5.400% | 3/15/49 | 804 | 715 | ||
Aptiv plc | 3.100% | 12/1/51 | 6,813 | 4,191 | ||
Aptiv plc | 4.150% | 5/1/52 | 4,355 | 3,266 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 2,338 | 1,883 | ||
1 | Brown University | 2.924% | 9/1/50 | 2,312 | 1,577 | |
Brunswick Corp. | 5.100% | 4/1/52 | 1,420 | 1,101 | ||
1 | California Endowment | 2.498% | 4/1/51 | 1,348 | 819 | |
California Institute of Technology | 4.321% | 8/1/45 | 1,820 | 1,619 | ||
California Institute of Technology | 4.700% | 11/1/11 | 1,240 | 1,046 | ||
California Institute of Technology | 3.650% | 9/1/19 | 2,223 | 1,458 | ||
1 | Case Western Reserve University | 5.405% | 6/1/22 | 1,305 | 1,234 | |
Claremont Mckenna College | 3.775% | 1/1/22 | 993 | 655 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 2,080 | 1,813 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 1,619 | 1,297 | ||
Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | 3,365 | 2,385 | ||
1 | Duke University | 2.682% | 10/1/44 | 2,224 | 1,591 | |
1 | Duke University | 2.757% | 10/1/50 | 1,740 | 1,142 | |
1 | Duke University | 2.832% | 10/1/55 | 2,757 | 1,757 | |
eBay Inc. | 4.000% | 7/15/42 | 3,402 | 2,729 | ||
eBay Inc. | 3.650% | 5/10/51 | 4,875 | 3,474 | ||
1 | Emory University | 2.969% | 9/1/50 | 1,983 | 1,323 | |
1 | Ford Foundation | 2.415% | 6/1/50 | 1,462 | 880 | |
1 | Ford Foundation | 2.815% | 6/1/70 | 3,055 | 1,765 | |
Ford Motor Co. | 4.750% | 1/15/43 | 9,457 | 7,644 | ||
Ford Motor Co. | 7.400% | 11/1/46 | 2,535 | 2,764 | ||
Ford Motor Co. | 5.291% | 12/8/46 | 4,909 | 4,266 | ||
Fortune Brands Innovations Inc. | 4.500% | 3/25/52 | 1,830 | 1,446 | ||
General Motors Co. | 5.000% | 4/1/35 | 3,661 | 3,409 | ||
General Motors Co. | 6.600% | 4/1/36 | 5,564 | 5,826 | ||
General Motors Co. | 5.150% | 4/1/38 | 5,683 | 5,210 | ||
General Motors Co. | 6.250% | 10/2/43 | 7,779 | 7,747 | ||
General Motors Co. | 5.200% | 4/1/45 | 4,641 | 4,084 | ||
General Motors Co. | 6.750% | 4/1/46 | 3,213 | 3,372 | ||
General Motors Co. | 5.400% | 4/1/48 | 4,053 | 3,608 | ||
General Motors Co. | 5.950% | 4/1/49 | 2,096 | 2,020 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | George Washington University | 4.300% | 9/15/44 | 1,297 | 1,127 | |
George Washington University | 4.868% | 9/15/45 | 1,566 | 1,464 | ||
1 | George Washington University | 4.126% | 9/15/48 | 4,001 | 3,352 | |
1 | Georgetown University | 4.315% | 4/1/49 | 3,437 | 2,944 | |
1 | Georgetown University | 2.943% | 4/1/50 | 1,438 | 954 | |
Georgetown University | 5.115% | 4/1/53 | 1,400 | 1,366 | ||
1 | Georgetown University | 5.215% | 10/1/18 | 1,117 | 1,008 | |
Harley-Davidson Inc. | 4.625% | 7/28/45 | 1,667 | 1,361 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 2,343 | 2,392 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 1,339 | 1,153 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 12,411 | 13,063 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 6,570 | 5,098 | ||
Home Depot Inc. | 5.400% | 9/15/40 | 1,827 | 1,825 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 4,147 | 4,375 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 5,760 | 4,871 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 5,352 | 4,926 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 4,871 | 4,187 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 7,883 | 6,603 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 6,469 | 5,082 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 6,425 | 5,517 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 5,304 | 3,582 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 9,644 | 6,785 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 3,410 | 1,940 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 2,631 | 1,622 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 7,339 | 5,383 | ||
Home Depot Inc. | 4.950% | 9/15/52 | 6,229 | 5,714 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 1,056 | 742 | ||
1 | Howard University | 5.209% | 10/1/52 | 1,521 | 1,387 | |
JD.com Inc. | 4.125% | 1/14/50 | 1,522 | 1,177 | ||
1 | Johns Hopkins University | 4.083% | 7/1/53 | 1,681 | 1,410 | |
1 | Johns Hopkins University | 2.813% | 1/1/60 | 1,345 | 844 | |
Las Vegas Sands Corp. | 6.200% | 8/15/34 | 500 | 504 | ||
Lear Corp. | 5.250% | 5/15/49 | 2,777 | 2,488 | ||
Lear Corp. | 3.550% | 1/15/52 | 1,500 | 1,028 | ||
Leggett & Platt Inc. | 3.500% | 11/15/51 | 2,084 | 1,340 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 3,315 | 2,652 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 2,260 | 1,389 | ||
Lowe's Cos. Inc. | 5.500% | 10/15/35 | 2,567 | 2,609 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 1,307 | 1,212 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 4,252 | 2,927 | ||
Lowe's Cos. Inc. | 4.650% | 4/15/42 | 2,017 | 1,768 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 347 | 275 | ||
Lowe's Cos. Inc. | 4.375% | 9/15/45 | 1,434 | 1,180 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 5,435 | 4,009 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 5,210 | 4,032 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 1,596 | 1,322 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 1,465 | 1,319 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 7,137 | 4,453 | ||
Lowe's Cos. Inc. | 3.500% | 4/1/51 | 1,804 | 1,236 | ||
Lowe's Cos. Inc. | 4.250% | 4/1/52 | 6,218 | 4,881 | ||
Lowe's Cos. Inc. | 5.625% | 4/15/53 | 6,618 | 6,400 | ||
Lowe's Cos. Inc. | 5.750% | 7/1/53 | 2,284 | 2,251 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 3,754 | 2,908 | ||
Lowe's Cos. Inc. | 5.800% | 9/15/62 | 9,291 | 9,018 | ||
Lowe's Cos. Inc. | 5.850% | 4/1/63 | 3,799 | 3,715 | ||
Masco Corp. | 4.500% | 5/15/47 | 2,029 | 1,674 | ||
Masco Corp. | 3.125% | 2/15/51 | 1,431 | 924 | ||
1 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 1,404 | 1,262 | |
1 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 2,701 | 1,871 | |
1 | Massachusetts Institute of Technology | 2.294% | 7/1/51 | 1,566 | 924 | |
Massachusetts Institute of Technology | 3.067% | 4/1/52 | 2,141 | 1,500 | ||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 3,520 | 3,640 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 2,468 | 2,144 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 1,598 | 1,163 | ||
Mattel Inc. | 5.450% | 11/1/41 | 1,380 | 1,241 | ||
1 | McDonald's Corp. | 4.700% | 12/9/35 | 1,655 | 1,560 | |
1 | McDonald's Corp. | 6.300% | 10/15/37 | 3,968 | 4,237 | |
1 | McDonald's Corp. | 6.300% | 3/1/38 | 2,976 | 3,183 | |
1 | McDonald's Corp. | 5.700% | 2/1/39 | 1,121 | 1,142 | |
1 | McDonald's Corp. | 4.875% | 7/15/40 | 3,118 | 2,888 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | McDonald's Corp. | 3.700% | 2/15/42 | 2,072 | 1,627 | |
1 | McDonald's Corp. | 3.625% | 5/1/43 | 1,501 | 1,152 | |
1 | McDonald's Corp. | 4.600% | 5/26/45 | 2,322 | 2,017 | |
1 | McDonald's Corp. | 4.875% | 12/9/45 | 7,862 | 7,083 | |
1 | McDonald's Corp. | 4.450% | 3/1/47 | 4,638 | 3,900 | |
1 | McDonald's Corp. | 4.450% | 9/1/48 | 3,590 | 3,021 | |
1 | McDonald's Corp. | 3.625% | 9/1/49 | 10,641 | 7,737 | |
1 | McDonald's Corp. | 4.200% | 4/1/50 | 4,259 | 3,409 | |
1 | McDonald's Corp. | 5.150% | 9/9/52 | 3,117 | 2,888 | |
McDonald's Corp. | 5.450% | 8/14/53 | 2,685 | 2,601 | ||
MDC Holdings Inc. | 6.000% | 1/15/43 | 2,653 | 2,661 | ||
MDC Holdings Inc. | 3.966% | 8/6/61 | 1,580 | 1,340 | ||
NIKE Inc. | 3.250% | 3/27/40 | 5,353 | 4,186 | ||
NIKE Inc. | 3.625% | 5/1/43 | 1,839 | 1,460 | ||
NIKE Inc. | 3.875% | 11/1/45 | 4,264 | 3,429 | ||
NIKE Inc. | 3.375% | 11/1/46 | 1,145 | 840 | ||
NIKE Inc. | 3.375% | 3/27/50 | 6,605 | 4,771 | ||
1 | Northeastern University | 2.894% | 10/1/50 | 1,530 | 1,030 | |
1 | Northwestern University | 4.643% | 12/1/44 | 2,513 | 2,347 | |
1 | Northwestern University | 2.640% | 12/1/50 | 1,290 | 839 | |
1 | Northwestern University | 3.662% | 12/1/57 | 1,419 | 1,073 | |
Owens Corning | 5.700% | 6/15/34 | 3,475 | 3,498 | ||
Owens Corning | 7.000% | 12/1/36 | 1,855 | 2,055 | ||
Owens Corning | 4.300% | 7/15/47 | 3,684 | 2,998 | ||
Owens Corning | 4.400% | 1/30/48 | 2,032 | 1,649 | ||
Owens Corning | 5.950% | 6/15/54 | 3,050 | 3,076 | ||
1 | President & Fellows of Harvard College | 4.609% | 2/15/35 | 3,475 | 3,389 | |
President & Fellows of Harvard College | 4.875% | 10/15/40 | 1,226 | 1,186 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 2,104 | 1,543 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 2,305 | 1,440 | ||
President & Fellows of Harvard College | 3.745% | 11/15/52 | 2,138 | 1,699 | ||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 2,218 | 1,578 | ||
PulteGroup Inc. | 6.000% | 2/15/35 | 1,895 | 1,943 | ||
1 | Rockefeller Foundation | 2.492% | 10/1/50 | 3,890 | 2,384 | |
Snap-on Inc. | 4.100% | 3/1/48 | 1,873 | 1,530 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 2,437 | 1,667 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 759 | 712 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 2,086 | 1,777 | ||
Stanley Black & Decker Inc. | 2.750% | 11/15/50 | 4,234 | 2,414 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 1,477 | 1,221 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 1,388 | 1,034 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 4,679 | 3,895 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 4,591 | 3,783 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 2,311 | 1,571 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 5,259 | 3,697 | ||
Thomas Jefferson University | 3.847% | 11/1/57 | 2,244 | 1,616 | ||
TJX Cos. Inc. | 4.500% | 4/15/50 | 1,887 | 1,659 | ||
1 | Trustees of Boston College | 3.129% | 7/1/52 | 1,422 | 991 | |
1 | Trustees of Boston University | 4.061% | 10/1/48 | 1,613 | 1,335 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 2,104 | 2,240 | ||
1 | Trustees of Princeton University | 2.516% | 7/1/50 | 2,638 | 1,695 | |
Trustees of Princeton University | 4.201% | 3/1/52 | 1,359 | 1,173 | ||
1 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 2,263 | 1,344 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 1,309 | 1,131 | ||
Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | 1,023 | 681 | ||
1 | University of Chicago | 2.761% | 4/1/45 | 1,665 | 1,247 | |
1 | University of Chicago | 2.547% | 4/1/50 | 3,183 | 2,077 | |
University of Chicago | 3.000% | 10/1/52 | 125 | 87 | ||
1 | University of Chicago | 4.003% | 10/1/53 | 1,998 | 1,626 | |
1 | University of Miami | 4.063% | 4/1/52 | 2,980 | 2,417 | |
1 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 1,613 | 1,279 | |
1 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 2,113 | 1,621 | |
1 | University of Southern California | 3.028% | 10/1/39 | 964 | 760 | |
1 | University of Southern California | 3.841% | 10/1/47 | 1,760 | 1,434 | |
University of Southern California | 2.805% | 10/1/50 | 1,721 | 1,121 | ||
1 | University of Southern California | 2.945% | 10/1/51 | 3,483 | 2,348 | |
University of Southern California | 4.976% | 10/1/53 | 2,490 | 2,416 | ||
University of Southern California | 5.250% | 10/1/11 | 1,169 | 1,122 | ||
1 | University of Southern California | 3.226% | 10/1/20 | 1,467 | 877 | |
1 | Washington University | 3.524% | 4/15/54 | 2,274 | 1,714 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Washington University | 4.349% | 4/15/22 | 2,296 | 1,805 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 2,389 | 1,880 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 2,185 | 1,711 | ||
1 | William Marsh Rice University | 3.574% | 5/15/45 | 2,395 | 1,921 | |
1 | William Marsh Rice University | 3.774% | 5/15/55 | 1,148 | 913 | |
1 | Yale University | 2.402% | 4/15/50 | 2,585 | 1,590 | |
565,879 | ||||||
Consumer Staples (7.3%) | ||||||
Altria Group Inc. | 5.800% | 2/14/39 | 9,511 | 9,448 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 5,752 | 4,114 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 4,074 | 3,244 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 4,359 | 3,565 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 9,696 | 9,203 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 6,428 | 4,656 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 10,486 | 10,242 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 2,001 | 1,532 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 3,961 | 2,666 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 205 | 203 | ||
Altria Group Inc. | 4.000% | 2/4/61 | 4,319 | 2,996 | ||
1 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 25,934 | 24,497 | |
1 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 41,092 | 37,774 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 4,936 | 4,640 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 4,185 | 3,710 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 6,170 | 5,602 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.000% | 6/15/34 | 1,250 | 1,228 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 1,314 | 1,371 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 9,956 | 8,987 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 5,535 | 7,006 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 9,287 | 9,310 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | 921 | 1,151 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 7,473 | 6,562 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 9,735 | 9,112 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 6,615 | 5,816 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 11,136 | 9,482 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 18,316 | 18,334 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 4,492 | 3,947 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 10,174 | 10,545 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 993 | 1,002 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 2,687 | 2,017 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 2,603 | 2,190 | ||
Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 2,867 | 1,747 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 9,843 | 8,304 | ||
BAT Capital Corp. | 7.079% | 8/2/43 | 4,846 | 5,172 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 6,984 | 5,419 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 5,060 | 4,000 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 2,631 | 2,237 | ||
BAT Capital Corp. | 5.650% | 3/16/52 | 3,931 | 3,530 | ||
BAT Capital Corp. | 7.081% | 8/2/53 | 6,501 | 6,988 | ||
Brown-Forman Corp. | 4.000% | 4/15/38 | 1,048 | 914 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 2,091 | 1,839 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 2,404 | 2,092 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 3,776 | 2,435 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 1,855 | 1,457 | ||
Church & Dwight Co. Inc. | 5.000% | 6/15/52 | 2,136 | 1,973 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 4,531 | 3,181 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 3,436 | 2,527 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 1,901 | 1,618 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 6,969 | 4,317 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 7,012 | 4,720 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 6,717 | 4,051 | ||
Coca-Cola Co. | 5.300% | 5/13/54 | 3,500 | 3,454 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 3,720 | 2,234 | ||
Coca-Cola Co. | 5.400% | 5/13/64 | 3,000 | 2,955 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 2,169 | 2,113 | ||
1 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 2,563 | 2,148 | |
1 | Colgate-Palmolive Co. | 3.700% | 8/1/47 | 2,311 | 1,830 | |
Conagra Brands Inc. | 5.300% | 11/1/38 | 6,077 | 5,675 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 6,350 | 5,820 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 1,788 | 1,489 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Constellation Brands Inc. | 4.100% | 2/15/48 | 2,692 | 2,112 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 2,009 | 1,867 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 2,656 | 1,952 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 110 | 129 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 2,742 | 2,885 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 2,542 | 2,087 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 2,090 | 2,429 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 767 | 668 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 2,072 | 1,570 | ||
Dollar Tree Inc. | 3.375% | 12/1/51 | 1,970 | 1,277 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 1,222 | 1,285 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 1,452 | 1,234 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 2,247 | 1,824 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 2,847 | 1,896 | ||
Estee Lauder Cos. Inc. | 5.150% | 5/15/53 | 2,331 | 2,197 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 7,184 | 5,061 | ||
General Mills Inc. | 5.400% | 6/15/40 | 1,682 | 1,640 | ||
General Mills Inc. | 4.700% | 4/17/48 | 490 | 430 | ||
General Mills Inc. | 3.000% | 2/1/51 | 2,471 | 1,565 | ||
Haleon US Capital LLC | 4.000% | 3/24/52 | 4,342 | 3,439 | ||
Hershey Co. | 3.375% | 8/15/46 | 1,406 | 1,034 | ||
Hershey Co. | 3.125% | 11/15/49 | 7,698 | 5,302 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 2,617 | 1,707 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 1,096 | 802 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 5,660 | 5,033 | ||
J M Smucker Co. | 2.750% | 9/15/41 | 794 | 524 | ||
J M Smucker Co. | 6.500% | 11/15/43 | 5,485 | 5,794 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 1,240 | 848 | ||
J M Smucker Co. | 6.500% | 11/15/53 | 6,503 | 6,964 | ||
JBS USA Holding Lux Sarl | 4.375% | 2/2/52 | 3,300 | 2,449 | ||
JBS USA Holding Lux Sarl | 6.500% | 12/1/52 | 6,905 | 6,921 | ||
2 | JBS USA Holding Lux Sarl | 7.250% | 11/15/53 | 3,821 | 4,174 | |
Kellanova | 4.500% | 4/1/46 | 3,066 | 2,583 | ||
Kellanova | 5.750% | 5/16/54 | 1,275 | 1,267 | ||
Kenvue Inc. | 5.100% | 3/22/43 | 2,729 | 2,634 | ||
Kenvue Inc. | 5.050% | 3/22/53 | 6,615 | 6,210 | ||
Kenvue Inc. | 5.200% | 3/22/63 | 4,129 | 3,880 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 2,768 | 2,353 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 1,177 | 986 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 3,019 | 2,253 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 2,068 | 1,405 | ||
Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | 6,414 | 5,347 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 3,459 | 3,917 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 2,042 | 2,009 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 1,860 | 1,325 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 1,453 | 1,151 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 1,169 | 780 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 2,186 | 2,165 | ||
Kraft Heinz Foods Co. | 5.000% | 7/15/35 | 2,509 | 2,435 | ||
Kraft Heinz Foods Co. | 6.875% | 1/26/39 | 4,519 | 5,007 | ||
Kraft Heinz Foods Co. | 6.500% | 2/9/40 | 2,108 | 2,257 | ||
Kraft Heinz Foods Co. | 5.000% | 6/4/42 | 7,989 | 7,256 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 6,844 | 6,315 | ||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 12,201 | 10,010 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 9,598 | 8,387 | ||
Kraft Heinz Foods Co. | 5.500% | 6/1/50 | 2,667 | 2,556 | ||
Kroger Co. | 6.900% | 4/15/38 | 1,638 | 1,817 | ||
Kroger Co. | 5.400% | 7/15/40 | 1,044 | 1,014 | ||
Kroger Co. | 5.000% | 4/15/42 | 1,125 | 1,039 | ||
Kroger Co. | 5.150% | 8/1/43 | 1,656 | 1,520 | ||
Kroger Co. | 3.875% | 10/15/46 | 1,007 | 754 | ||
Kroger Co. | 4.450% | 2/1/47 | 7,005 | 5,806 | ||
Kroger Co. | 4.650% | 1/15/48 | 2,092 | 1,775 | ||
Kroger Co. | 5.400% | 1/15/49 | 165 | 156 | ||
Kroger Co. | 3.950% | 1/15/50 | 4,743 | 3,646 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 790 | 646 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 1,605 | 1,622 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 2,112 | 1,834 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 5,426 | 4,956 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 7,130 | 5,715 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mondelez International Inc. | 2.625% | 9/4/50 | 5,832 | 3,514 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 1,458 | 1,176 | ||
PepsiCo Inc. | 4.875% | 11/1/40 | 2,000 | 1,925 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 3,630 | 2,539 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 1,304 | 1,113 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 1,541 | 1,220 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 988 | 846 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 4,344 | 3,834 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 4,180 | 3,141 | ||
PepsiCo Inc. | 4.000% | 5/2/47 | 3,370 | 2,740 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 2,340 | 1,695 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 7,234 | 4,792 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 3,596 | 2,729 | ||
PepsiCo Inc. | 2.750% | 10/21/51 | 4,053 | 2,564 | ||
PepsiCo Inc. | 4.200% | 7/18/52 | 2,753 | 2,292 | ||
PepsiCo Inc. | 4.650% | 2/15/53 | 1,590 | 1,431 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 911 | 708 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 7,444 | 7,983 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 3,603 | 3,031 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 3,211 | 2,747 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 3,514 | 2,748 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 3,622 | 2,917 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 3,140 | 2,793 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 4,680 | 3,799 | ||
Procter & Gamble Co. | 5.800% | 8/15/34 | 4,561 | 4,929 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 1,505 | 1,576 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 2,738 | 2,269 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 993 | 773 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 2,376 | 1,864 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 3,028 | 3,266 | ||
Reynolds American Inc. | 6.150% | 9/15/43 | 3,518 | 3,447 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 9,993 | 9,306 | ||
Sysco Corp. | 5.375% | 9/21/35 | 3,139 | 3,130 | ||
Sysco Corp. | 6.600% | 4/1/40 | 1,287 | 1,398 | ||
Sysco Corp. | 4.850% | 10/1/45 | 3,573 | 3,150 | ||
Sysco Corp. | 4.500% | 4/1/46 | 2,679 | 2,251 | ||
Sysco Corp. | 4.450% | 3/15/48 | 2,050 | 1,695 | ||
Sysco Corp. | 3.300% | 2/15/50 | 1,936 | 1,322 | ||
Sysco Corp. | 6.600% | 4/1/50 | 6,043 | 6,734 | ||
Sysco Corp. | 3.150% | 12/14/51 | 4,078 | 2,671 | ||
Target Corp. | 6.500% | 10/15/37 | 934 | 1,034 | ||
Target Corp. | 7.000% | 1/15/38 | 1,942 | 2,262 | ||
Target Corp. | 4.000% | 7/1/42 | 4,712 | 3,979 | ||
Target Corp. | 3.625% | 4/15/46 | 1,837 | 1,403 | ||
Target Corp. | 3.900% | 11/15/47 | 2,182 | 1,728 | ||
Target Corp. | 2.950% | 1/15/52 | 6,130 | 3,953 | ||
Target Corp. | 4.800% | 1/15/53 | 4,379 | 3,980 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 2,178 | 2,049 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 1,876 | 1,657 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 2,212 | 1,783 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 7,415 | 6,467 | ||
1 | Unilever Capital Corp. | 2.625% | 8/12/51 | 2,852 | 1,800 | |
Walmart Inc. | 5.250% | 9/1/35 | 6,269 | 6,435 | ||
Walmart Inc. | 6.500% | 8/15/37 | 4,245 | 4,812 | ||
Walmart Inc. | 6.200% | 4/15/38 | 3,431 | 3,799 | ||
Walmart Inc. | 3.950% | 6/28/38 | 2,613 | 2,333 | ||
Walmart Inc. | 5.625% | 4/1/40 | 2,728 | 2,857 | ||
Walmart Inc. | 5.000% | 10/25/40 | 1,143 | 1,128 | ||
Walmart Inc. | 5.625% | 4/15/41 | 2,084 | 2,189 | ||
Walmart Inc. | 2.500% | 9/22/41 | 8,084 | 5,591 | ||
Walmart Inc. | 4.000% | 4/11/43 | 1,719 | 1,457 | ||
Walmart Inc. | 3.625% | 12/15/47 | 1,687 | 1,328 | ||
Walmart Inc. | 4.050% | 6/29/48 | 10,063 | 8,350 | ||
Walmart Inc. | 2.950% | 9/24/49 | 2,064 | 1,402 | ||
Walmart Inc. | 2.650% | 9/22/51 | 6,130 | 3,836 | ||
Walmart Inc. | 4.500% | 9/9/52 | 3,469 | 3,065 | ||
Walmart Inc. | 4.500% | 4/15/53 | 7,505 | 6,619 | ||
719,632 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Energy (9.1%) | ||||||
Apache Corp. | 6.000% | 1/15/37 | 2,105 | 2,078 | ||
Apache Corp. | 5.100% | 9/1/40 | 6,014 | 5,173 | ||
Apache Corp. | 5.250% | 2/1/42 | 1,416 | 1,214 | ||
Apache Corp. | 4.750% | 4/15/43 | 1,858 | 1,488 | ||
Apache Corp. | 5.350% | 7/1/49 | 1,782 | 1,513 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 4,875 | 4,636 | ||
Baker Hughes Holdings LLC | 4.080% | 12/15/47 | 5,867 | 4,683 | ||
Boardwalk Pipelines LP | 5.625% | 8/1/34 | 2,550 | 2,496 | ||
BP Capital Markets America Inc. | 5.227% | 11/17/34 | 4,325 | 4,281 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 6,457 | 4,698 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 8,490 | 5,531 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 6,458 | 3,987 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 10,048 | 6,400 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 5,619 | 3,627 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 9,228 | 6,081 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 1,331 | 1,323 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 2,674 | 2,781 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 5,319 | 5,466 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 1,718 | 1,826 | ||
1 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 3,130 | 2,743 | |
Cenovus Energy Inc. | 5.250% | 6/15/37 | 857 | 808 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 2,739 | 2,932 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 2,366 | 2,182 | ||
Cenovus Energy Inc. | 3.750% | 2/15/52 | 3,374 | 2,400 | ||
Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | 931 | 744 | ||
2 | Cheniere Energy Partners LP | 5.750% | 8/15/34 | 5,150 | 5,123 | |
Chevron Corp. | 3.078% | 5/11/50 | 6,520 | 4,433 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 1,423 | 1,423 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 4,709 | 2,733 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 2,127 | 2,085 | ||
ConocoPhillips | 5.900% | 5/15/38 | 1,329 | 1,375 | ||
ConocoPhillips | 6.500% | 2/1/39 | 7,242 | 7,983 | ||
ConocoPhillips | 4.875% | 10/1/47 | 976 | 894 | ||
ConocoPhillips Co. | 3.758% | 3/15/42 | 4,688 | 3,734 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 2,204 | 1,871 | ||
ConocoPhillips Co. | 3.800% | 3/15/52 | 4,531 | 3,386 | ||
ConocoPhillips Co. | 5.300% | 5/15/53 | 6,637 | 6,297 | ||
ConocoPhillips Co. | 5.550% | 3/15/54 | 4,300 | 4,236 | ||
ConocoPhillips Co. | 4.025% | 3/15/62 | 7,734 | 5,795 | ||
ConocoPhillips Co. | 5.700% | 9/15/63 | 2,935 | 2,922 | ||
Continental Resources Inc. | 4.900% | 6/1/44 | 2,837 | 2,341 | ||
DCP Midstream Operating LP | 5.600% | 4/1/44 | 1,710 | 1,642 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 5,852 | 5,502 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 3,881 | 3,288 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 2,750 | 2,374 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 2,306 | 1,846 | ||
Diamondback Energy Inc. | 4.250% | 3/15/52 | 3,525 | 2,746 | ||
Diamondback Energy Inc. | 6.250% | 3/15/53 | 2,762 | 2,851 | ||
Diamondback Energy Inc. | 5.750% | 4/18/54 | 6,663 | 6,427 | ||
Diamondback Energy Inc. | 5.900% | 4/18/64 | 4,660 | 4,483 | ||
1 | Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | 1,253 | 1,095 | |
1 | Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 1,215 | 1,029 | |
1 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 1,477 | 1,687 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 2,442 | 2,324 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 2,402 | 2,754 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 1,920 | 1,593 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 3,214 | 3,081 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 1,924 | 1,451 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 8,584 | 5,801 | ||
Enbridge Inc. | 6.700% | 11/15/53 | 5,390 | 5,903 | ||
Enbridge Inc. | 5.950% | 4/5/54 | 3,486 | 3,468 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 1,316 | 1,227 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 2,386 | 2,505 | ||
1 | Energy Transfer LP | 5.800% | 6/15/38 | 2,795 | 2,717 | |
Energy Transfer LP | 7.500% | 7/1/38 | 1,796 | 2,035 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 2,811 | 2,764 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 4,786 | 4,968 | ||
Energy Transfer LP | 6.100% | 2/15/42 | 846 | 832 | ||
Energy Transfer LP | 4.950% | 1/15/43 | 1,138 | 974 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Energy Transfer LP | 5.150% | 2/1/43 | 2,516 | 2,200 | ||
Energy Transfer LP | 5.950% | 10/1/43 | 1,214 | 1,173 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 3,520 | 3,153 | ||
Energy Transfer LP | 5.000% | 5/15/44 | 1,239 | 1,069 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 6,700 | 5,899 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 4,856 | 4,350 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 5,027 | 4,954 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 4,235 | 3,737 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 7,179 | 6,447 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 5,389 | 5,203 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 7,410 | 7,384 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 9,074 | 7,702 | ||
Energy Transfer LP | 5.950% | 5/15/54 | 8,001 | 7,716 | ||
EnLink Midstream Partners LP | 5.600% | 4/1/44 | 1,700 | 1,495 | ||
EnLink Midstream Partners LP | 5.050% | 4/1/45 | 1,820 | 1,488 | ||
EnLink Midstream Partners LP | 5.450% | 6/1/47 | 2,055 | 1,779 | ||
1 | Enterprise Products Operating LLC | 6.650% | 10/15/34 | 1,067 | 1,169 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 1,193 | 1,405 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 2,711 | 2,834 | ||
Enterprise Products Operating LLC | 6.450% | 9/1/40 | 2,717 | 2,929 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 3,044 | 3,132 | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 2,434 | 2,444 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 3,397 | 3,091 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 7,777 | 6,696 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 8,228 | 7,439 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 5,498 | 5,130 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 6,335 | 5,191 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 5,361 | 4,746 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 6,029 | 4,867 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 4,900 | 3,608 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 4,720 | 3,134 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 4,989 | 3,368 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 1,870 | 1,668 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 4,367 | 3,204 | ||
EOG Resources Inc. | 3.900% | 4/1/35 | 1,708 | 1,524 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 3,647 | 3,366 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 3,404 | 2,581 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 9,702 | 8,561 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 4,748 | 3,632 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 8,761 | 7,301 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 6,377 | 4,347 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 13,378 | 11,340 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 13,367 | 9,639 | ||
Halliburton Co. | 4.850% | 11/15/35 | 4,729 | 4,516 | ||
Halliburton Co. | 6.700% | 9/15/38 | 5,150 | 5,666 | ||
Halliburton Co. | 7.450% | 9/15/39 | 3,800 | 4,493 | ||
Halliburton Co. | 4.750% | 8/1/43 | 6,091 | 5,389 | ||
Halliburton Co. | 5.000% | 11/15/45 | 9,509 | 8,705 | ||
Hess Corp. | 6.000% | 1/15/40 | 3,079 | 3,168 | ||
Hess Corp. | 5.600% | 2/15/41 | 6,707 | 6,675 | ||
Hess Corp. | 5.800% | 4/1/47 | 2,254 | 2,254 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 2,815 | 2,815 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 843 | 873 | ||
1 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 4,678 | 5,069 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 2,006 | 2,063 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 2,025 | 2,086 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 1,556 | 1,739 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 1,985 | 1,864 | ||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 2,667 | 2,335 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 2,672 | 2,250 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 3,923 | 3,434 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 8,197 | 7,571 | ||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 834 | 765 | ||
Kinder Morgan Inc. | 5.300% | 12/1/34 | 5,519 | 5,342 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 6,988 | 6,552 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 3,588 | 3,132 | ||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 3,053 | 2,701 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 1,665 | 1,064 | ||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 4,925 | 3,371 | ||
Kinder Morgan Inc. | 5.450% | 8/1/52 | 4,384 | 4,021 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Marathon Oil Corp. | 6.600% | 10/1/37 | 2,355 | 2,546 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 3,696 | 3,412 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 5,040 | 5,315 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 5,070 | 4,352 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 2,142 | 1,724 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 1,658 | 1,400 | ||
MPLX LP | 5.500% | 6/1/34 | 7,455 | 7,293 | ||
MPLX LP | 4.500% | 4/15/38 | 6,166 | 5,362 | ||
MPLX LP | 5.200% | 3/1/47 | 3,586 | 3,220 | ||
MPLX LP | 5.200% | 12/1/47 | 2,063 | 1,839 | ||
MPLX LP | 4.700% | 4/15/48 | 7,466 | 6,187 | ||
MPLX LP | 5.500% | 2/15/49 | 8,649 | 8,002 | ||
MPLX LP | 4.950% | 3/14/52 | 6,520 | 5,551 | ||
MPLX LP | 5.650% | 3/1/53 | 2,164 | 2,044 | ||
MPLX LP | 4.900% | 4/15/58 | 2,259 | 1,857 | ||
NOV Inc. | 3.950% | 12/1/42 | 5,045 | 3,798 | ||
Occidental Petroleum Corp. | 6.450% | 9/15/36 | 7,066 | 7,358 | ||
Occidental Petroleum Corp. | 7.950% | 6/15/39 | 1,146 | 1,316 | ||
Occidental Petroleum Corp. | 6.200% | 3/15/40 | 2,352 | 2,367 | ||
Occidental Petroleum Corp. | 6.600% | 3/15/46 | 5,040 | 5,281 | ||
Occidental Petroleum Corp. | 4.400% | 4/15/46 | 1,572 | 1,244 | ||
Occidental Petroleum Corp. | 4.200% | 3/15/48 | 4,655 | 3,515 | ||
ONEOK Inc. | 6.000% | 6/15/35 | 881 | 888 | ||
ONEOK Inc. | 5.150% | 10/15/43 | 1,550 | 1,392 | ||
ONEOK Inc. | 4.250% | 9/15/46 | 2,257 | 1,757 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 3,089 | 2,640 | ||
ONEOK Inc. | 4.200% | 10/3/47 | 2,127 | 1,637 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 6,444 | 5,706 | ||
ONEOK Inc. | 4.850% | 2/1/49 | 1,655 | 1,402 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 2,667 | 2,104 | ||
ONEOK Inc. | 3.950% | 3/1/50 | 3,315 | 2,409 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 1,262 | 1,003 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 1,317 | 1,451 | ||
ONEOK Inc. | 6.625% | 9/1/53 | 7,208 | 7,708 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 2,672 | 2,806 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 1,895 | 2,030 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 3,446 | 3,457 | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 1,819 | 1,839 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 2,702 | 2,816 | ||
Ovintiv Inc. | 6.625% | 8/15/37 | 1,901 | 1,965 | ||
Ovintiv Inc. | 6.500% | 2/1/38 | 1,657 | 1,704 | ||
Ovintiv Inc. | 7.100% | 7/15/53 | 2,110 | 2,341 | ||
Phillips 66 | 4.650% | 11/15/34 | 9,583 | 8,886 | ||
Phillips 66 | 5.875% | 5/1/42 | 5,980 | 6,059 | ||
Phillips 66 | 4.875% | 11/15/44 | 8,917 | 8,015 | ||
Phillips 66 | 3.300% | 3/15/52 | 4,805 | 3,167 | ||
Phillips 66 Co. | 4.680% | 2/15/45 | 1,058 | 905 | ||
Phillips 66 Co. | 4.900% | 10/1/46 | 970 | 854 | ||
Phillips 66 Co. | 5.650% | 6/15/54 | 2,310 | 2,228 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 2,340 | 2,461 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 2,134 | 1,885 | ||
Plains All American Pipeline LP | 4.300% | 1/31/43 | 1,336 | 1,061 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 3,856 | 3,196 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 2,560 | 2,177 | ||
Sabine Pass Liquefaction LLC | 5.900% | 9/15/37 | 1,835 | 1,875 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 7,255 | 6,635 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 9,973 | 10,948 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 5,771 | 5,837 | ||
Shell International Finance BV | 2.875% | 11/26/41 | 2,642 | 1,894 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 5,212 | 4,139 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 5,340 | 4,771 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 13,178 | 11,333 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 11,496 | 9,259 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 6,972 | 5,414 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 4,603 | 3,121 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 7,671 | 5,327 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 4,088 | 2,662 | ||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 1,125 | 1,113 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 3,068 | 2,515 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 3,686 | 3,782 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Suncor Energy Inc. | 6.800% | 5/15/38 | 3,177 | 3,394 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 4,228 | 4,425 | ||
Suncor Energy Inc. | 6.850% | 6/1/39 | 3,929 | 4,217 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 3,568 | 2,682 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 1,612 | 1,157 | ||
Targa Resources Corp. | 4.950% | 4/15/52 | 3,369 | 2,868 | ||
Targa Resources Corp. | 6.250% | 7/1/52 | 2,070 | 2,085 | ||
Targa Resources Corp. | 6.500% | 2/15/53 | 3,937 | 4,126 | ||
TotalEnergies Capital International SA | 2.986% | 6/29/41 | 4,500 | 3,274 | ||
TotalEnergies Capital International SA | 3.461% | 7/12/49 | 3,926 | 2,846 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 12,078 | 8,200 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 2,904 | 1,949 | ||
TotalEnergies Capital SA | 5.488% | 4/5/54 | 9,910 | 9,794 | ||
TotalEnergies Capital SA | 5.638% | 4/5/64 | 6,121 | 6,087 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 2,256 | 2,267 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 7,532 | 7,727 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 1,328 | 1,204 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 2,461 | 2,768 | ||
TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | 5,899 | 6,831 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 3,267 | 3,312 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 1,802 | 1,607 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 3,769 | 3,287 | ||
TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | 4,393 | 3,971 | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 2,658 | 2,574 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 1,367 | 1,185 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 2,594 | 2,212 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 2,226 | 1,682 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 6,567 | 7,009 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 3,366 | 2,340 | ||
Valero Energy Corp. | 4.000% | 6/1/52 | 2,505 | 1,843 | ||
Western Midstream Operating LP | 5.450% | 4/1/44 | 1,757 | 1,578 | ||
Western Midstream Operating LP | 5.300% | 3/1/48 | 3,084 | 2,654 | ||
Western Midstream Operating LP | 5.500% | 8/15/48 | 1,546 | 1,340 | ||
Western Midstream Operating LP | 5.250% | 2/1/50 | 5,283 | 4,600 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 5,370 | 5,560 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 1,719 | 1,618 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 2,457 | 2,402 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 2,755 | 2,410 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 7,644 | 6,929 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 4,439 | 3,836 | ||
Williams Cos. Inc. | 3.500% | 10/15/51 | 2,269 | 1,571 | ||
Williams Cos. Inc. | 5.300% | 8/15/52 | 3,022 | 2,790 | ||
902,865 | ||||||
Financials (13.6%) | ||||||
AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 7,238 | 5,641 | ||
Aflac Inc. | 4.000% | 10/15/46 | 978 | 769 | ||
Aflac Inc. | 4.750% | 1/15/49 | 3,452 | 3,045 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 1,284 | 1,189 | ||
Alleghany Corp. | 3.250% | 8/15/51 | 2,352 | 1,578 | ||
Allstate Corp. | 5.550% | 5/9/35 | 3,389 | 3,422 | ||
Allstate Corp. | 5.950% | 4/1/36 | 2,135 | 2,226 | ||
Allstate Corp. | 4.500% | 6/15/43 | 2,397 | 2,054 | ||
Allstate Corp. | 4.200% | 12/15/46 | 3,585 | 2,880 | ||
Allstate Corp. | 3.850% | 8/10/49 | 1,638 | 1,235 | ||
1 | Allstate Corp. | 6.500% | 5/15/57 | 1,764 | 1,770 | |
American Express Co. | 4.050% | 12/3/42 | 4,735 | 3,979 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 1,438 | 1,172 | ||
American International Group Inc. | 3.875% | 1/15/35 | 1,896 | 1,678 | ||
American International Group Inc. | 4.700% | 7/10/35 | 846 | 766 | ||
American International Group Inc. | 6.250% | 5/1/36 | 862 | 906 | ||
American International Group Inc. | 4.500% | 7/16/44 | 3,478 | 3,044 | ||
American International Group Inc. | 4.800% | 7/10/45 | 3,526 | 3,194 | ||
American International Group Inc. | 4.750% | 4/1/48 | 3,966 | 3,545 | ||
American International Group Inc. | 4.375% | 6/30/50 | 4,703 | 3,916 | ||
Aon Corp. | 6.250% | 9/30/40 | 782 | 825 | ||
Aon Corp. | 2.900% | 8/23/51 | 3,489 | 2,134 | ||
Aon Corp. | 3.900% | 2/28/52 | 5,494 | 4,048 | ||
Aon Global Ltd. | 4.600% | 6/14/44 | 1,947 | 1,659 | ||
Aon Global Ltd. | 4.750% | 5/15/45 | 1,340 | 1,163 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Aon North America Inc. | 5.750% | 3/1/54 | 9,405 | 9,241 | ||
Apollo Global Management Inc. | 5.800% | 5/21/54 | 3,300 | 3,263 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 2,064 | 1,862 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 4,200 | 3,043 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 2,404 | 2,211 | ||
Arthur J Gallagher & Co. | 5.450% | 7/15/34 | 2,100 | 2,077 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 4,244 | 2,892 | ||
Arthur J Gallagher & Co. | 3.050% | 3/9/52 | 1,554 | 955 | ||
Arthur J Gallagher & Co. | 5.750% | 3/2/53 | 2,245 | 2,171 | ||
Arthur J Gallagher & Co. | 6.750% | 2/15/54 | 2,605 | 2,869 | ||
Arthur J Gallagher & Co. | 5.750% | 7/15/54 | 2,110 | 2,047 | ||
Assured Guaranty US Holdings Inc. | 3.600% | 9/15/51 | 1,824 | 1,257 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 2,927 | 2,091 | ||
Athene Holding Ltd. | 3.450% | 5/15/52 | 2,535 | 1,624 | ||
Athene Holding Ltd. | 6.250% | 4/1/54 | 4,710 | 4,724 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 11,621 | 12,099 | ||
1 | Bank of America Corp. | 4.244% | 4/24/38 | 7,651 | 6,741 | |
Bank of America Corp. | 7.750% | 5/14/38 | 6,253 | 7,454 | ||
1 | Bank of America Corp. | 4.078% | 4/23/40 | 10,072 | 8,527 | |
1 | Bank of America Corp. | 2.676% | 6/19/41 | 19,957 | 13,912 | |
1 | Bank of America Corp. | 5.875% | 2/7/42 | 11,343 | 11,901 | |
Bank of America Corp. | 3.311% | 4/22/42 | 13,654 | 10,334 | ||
1 | Bank of America Corp. | 5.000% | 1/21/44 | 10,237 | 9,714 | |
1 | Bank of America Corp. | 4.875% | 4/1/44 | 4,046 | 3,756 | |
1 | Bank of America Corp. | 4.750% | 4/21/45 | 2,426 | 2,192 | |
1 | Bank of America Corp. | 4.443% | 1/20/48 | 11,908 | 10,204 | |
1 | Bank of America Corp. | 3.946% | 1/23/49 | 2,277 | 1,807 | |
1 | Bank of America Corp. | 4.330% | 3/15/50 | 13,774 | 11,520 | |
1 | Bank of America Corp. | 4.083% | 3/20/51 | 18,486 | 14,751 | |
1 | Bank of America Corp. | 2.831% | 10/24/51 | 4,049 | 2,548 | |
1 | Bank of America Corp. | 3.483% | 3/13/52 | 3,188 | 2,291 | |
Bank of America Corp. | 2.972% | 7/21/52 | 10,238 | 6,680 | ||
1 | Bank of America NA | 6.000% | 10/15/36 | 3,972 | 4,134 | |
Barclays plc | 3.811% | 3/10/42 | 3,289 | 2,527 | ||
Barclays plc | 3.330% | 11/24/42 | 4,951 | 3,578 | ||
Barclays plc | 5.250% | 8/17/45 | 6,730 | 6,431 | ||
Barclays plc | 4.950% | 1/10/47 | 6,435 | 5,810 | ||
Barclays plc | 6.036% | 3/12/55 | 5,965 | 6,117 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 3,161 | 3,385 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 3,100 | 2,842 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 2,024 | 1,792 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 11,311 | 9,537 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 8,647 | 7,382 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 10,241 | 6,584 | ||
Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | 3,068 | 1,852 | ||
Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | 11,938 | 9,184 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 4,140 | 3,867 | ||
BlackRock Funding Inc. | 5.250% | 3/14/54 | 6,769 | 6,529 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 4,541 | 3,525 | ||
Brighthouse Financial Inc. | 3.850% | 12/22/51 | 1,845 | 1,156 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 4,030 | 3,432 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 2,965 | 2,062 | ||
Brookfield Finance Inc. | 3.625% | 2/15/52 | 2,551 | 1,777 | ||
Brookfield Finance Inc. | 5.968% | 3/4/54 | 4,635 | 4,633 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 904 | 618 | ||
Brown & Brown Inc. | 4.950% | 3/17/52 | 2,491 | 2,104 | ||
Chubb Corp. | 6.000% | 5/11/37 | 4,352 | 4,599 | ||
1 | Chubb Corp. | 6.500% | 5/15/38 | 2,518 | 2,792 | |
Chubb INA Holdings LLC | 6.700% | 5/15/36 | 1,180 | 1,321 | ||
Chubb INA Holdings LLC | 4.150% | 3/13/43 | 2,638 | 2,239 | ||
Chubb INA Holdings LLC | 4.350% | 11/3/45 | 7,726 | 6,658 | ||
Chubb INA Holdings LLC | 2.850% | 12/15/51 | 1,996 | 1,297 | ||
Chubb INA Holdings LLC | 3.050% | 12/15/61 | 3,629 | 2,303 | ||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 1,704 | 1,769 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 2,279 | 2,341 | ||
1 | Citigroup Inc. | 3.878% | 1/24/39 | 4,162 | 3,482 | |
Citigroup Inc. | 8.125% | 7/15/39 | 7,655 | 9,577 | ||
1 | Citigroup Inc. | 5.316% | 3/26/41 | 7,351 | 7,111 | |
Citigroup Inc. | 5.875% | 1/30/42 | 6,223 | 6,453 | ||
Citigroup Inc. | 2.904% | 11/3/42 | 5,613 | 3,938 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Citigroup Inc. | 6.675% | 9/13/43 | 4,198 | 4,593 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 3,518 | 3,335 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 3,177 | 2,809 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 11,493 | 10,064 | ||
1 | Citigroup Inc. | 4.281% | 4/24/48 | 4,675 | 3,901 | |
Citigroup Inc. | 4.650% | 7/23/48 | 9,313 | 8,192 | ||
CME Group Inc. | 5.300% | 9/15/43 | 3,383 | 3,388 | ||
CME Group Inc. | 4.150% | 6/15/48 | 3,024 | 2,543 | ||
CNO Financial Group Inc. | 6.450% | 6/15/34 | 700 | 702 | ||
1 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 6,289 | 6,271 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 6,824 | 6,804 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 3,450 | 3,298 | ||
Corebridge Financial Inc. | 4.350% | 4/5/42 | 2,099 | 1,734 | ||
Corebridge Financial Inc. | 4.400% | 4/5/52 | 5,896 | 4,669 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 6,480 | 5,773 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 1,859 | 1,624 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 4,705 | 3,146 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 4,142 | 2,570 | ||
2 | Fairfax Financial Holdings Ltd. | 6.350% | 3/22/54 | 4,370 | 4,394 | |
Fidelity National Financial Inc. | 3.200% | 9/17/51 | 2,503 | 1,549 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 4,510 | 5,286 | ||
Franklin Resources Inc. | 2.950% | 8/12/51 | 1,997 | 1,246 | ||
GATX Corp. | 5.200% | 3/15/44 | 793 | 725 | ||
GATX Corp. | 3.100% | 6/1/51 | 2,994 | 1,872 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 2,528 | 1,903 | ||
Global Payments Inc. | 5.950% | 8/15/52 | 4,366 | 4,222 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 3,937 | 4,187 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 23,336 | 25,265 | ||
1 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 9,531 | 8,088 | |
1 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 5,390 | 4,773 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 14,442 | 15,472 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 8,969 | 6,635 | ||
Goldman Sachs Group Inc. | 2.908% | 7/21/42 | 7,133 | 5,040 | ||
Goldman Sachs Group Inc. | 3.436% | 2/24/43 | 8,232 | 6,229 | ||
1 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 8,777 | 7,984 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 7,030 | 6,649 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 9,258 | 8,370 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 1,231 | 1,276 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 1,953 | 2,017 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 852 | 716 | ||
Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | 2,402 | 2,001 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 3,300 | 2,392 | ||
Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | 2,395 | 1,504 | ||
1 | HSBC Bank USA NA | 5.875% | 11/1/34 | 581 | 602 | |
1 | HSBC Bank USA NA | 5.625% | 8/15/35 | 1,425 | 1,399 | |
1 | HSBC Bank USA NA | 7.000% | 1/15/39 | 3,891 | 4,392 | |
HSBC Holdings plc | 6.500% | 5/2/36 | 4,839 | 5,093 | ||
1 | HSBC Holdings plc | 6.500% | 5/2/36 | 3,154 | 3,265 | |
HSBC Holdings plc | 6.500% | 9/15/37 | 9,692 | 10,142 | ||
1 | HSBC Holdings plc | 6.500% | 9/15/37 | 4,660 | 4,825 | |
HSBC Holdings plc | 6.800% | 6/1/38 | 3,180 | 3,454 | ||
1 | HSBC Holdings plc | 6.800% | 6/1/38 | 942 | 1,006 | |
HSBC Holdings plc | 6.100% | 1/14/42 | 7,006 | 7,486 | ||
HSBC Holdings plc | 6.332% | 3/9/44 | 11,271 | 11,906 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 5,176 | 4,841 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 7,988 | 5,575 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 6,110 | 5,040 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 5,527 | 3,603 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 5,482 | 5,021 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 6,783 | 4,087 | ||
Intercontinental Exchange Inc. | 5.200% | 6/15/62 | 5,108 | 4,786 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 1,978 | 1,869 | ||
Jackson Financial Inc. | 4.000% | 11/23/51 | 2,175 | 1,475 | ||
Jefferies Financial Group Inc. | 6.250% | 1/15/36 | 2,825 | 2,864 | ||
Jefferies Financial Group Inc. | 6.500% | 1/20/43 | 1,520 | 1,579 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 11,701 | 12,958 | ||
1 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 6,557 | 5,608 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 7,091 | 7,161 | ||
1 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 9,020 | 6,770 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 8,397 | 8,589 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 6,268 | 4,287 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 12,632 | 12,633 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 7,537 | 5,613 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 5,795 | 5,918 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 6,943 | 6,490 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 7,859 | 7,342 | ||
1 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 8,948 | 7,543 | |
1 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 4,848 | 3,932 | |
1 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 11,671 | 9,325 | |
1 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 7,976 | 6,322 | |
1 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 8,819 | 5,991 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 12,834 | 9,041 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 2,533 | 2,466 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 1,349 | 1,379 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 1,801 | 1,971 | ||
Lincoln National Corp. | 4.350% | 3/1/48 | 1,137 | 864 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 380 | 286 | ||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 4,846 | 4,449 | ||
Lloyds Banking Group plc | 3.369% | 12/14/46 | 1,637 | 1,137 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 8,767 | 6,870 | ||
Loews Corp. | 4.125% | 5/15/43 | 2,196 | 1,828 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 3,245 | 3,119 | ||
Markel Group Inc. | 5.000% | 4/5/46 | 1,141 | 1,004 | ||
Markel Group Inc. | 4.300% | 11/1/47 | 963 | 767 | ||
Markel Group Inc. | 5.000% | 5/20/49 | 2,533 | 2,239 | ||
Markel Group Inc. | 4.150% | 9/17/50 | 2,264 | 1,729 | ||
Markel Group Inc. | 3.450% | 5/7/52 | 2,069 | 1,383 | ||
Markel Group Inc. | 6.000% | 5/16/54 | 2,650 | 2,638 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 3,315 | 3,074 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 2,070 | 1,738 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 3,454 | 2,812 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 8,225 | 7,389 | ||
Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | 1,305 | 817 | ||
Marsh & McLennan Cos. Inc. | 6.250% | 11/1/52 | 826 | 890 | ||
Marsh & McLennan Cos. Inc. | 5.450% | 3/15/53 | 2,786 | 2,698 | ||
Marsh & McLennan Cos. Inc. | 5.700% | 9/15/53 | 5,485 | 5,515 | ||
Marsh & McLennan Cos. Inc. | 5.450% | 3/15/54 | 1,941 | 1,885 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 1,509 | 1,201 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 1,924 | 1,565 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 6,888 | 5,266 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 7,997 | 6,315 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 3,431 | 2,281 | ||
MetLife Inc. | 6.375% | 6/15/34 | 2,720 | 2,916 | ||
MetLife Inc. | 5.700% | 6/15/35 | 4,036 | 4,124 | ||
1 | MetLife Inc. | 6.400% | 12/15/36 | 3,416 | 3,444 | |
1 | MetLife Inc. | 10.750% | 8/1/39 | 1,571 | 2,083 | |
MetLife Inc. | 5.875% | 2/6/41 | 3,142 | 3,213 | ||
MetLife Inc. | 4.125% | 8/13/42 | 3,879 | 3,214 | ||
MetLife Inc. | 4.875% | 11/13/43 | 4,378 | 3,985 | ||
MetLife Inc. | 4.721% | 12/15/44 | 1,642 | 1,461 | ||
MetLife Inc. | 4.050% | 3/1/45 | 4,619 | 3,727 | ||
MetLife Inc. | 4.600% | 5/13/46 | 3,561 | 3,114 | ||
MetLife Inc. | 5.000% | 7/15/52 | 5,141 | 4,705 | ||
MetLife Inc. | 5.250% | 1/15/54 | 4,868 | 4,646 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 2,630 | 2,364 | ||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 1,578 | 1,392 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 6,734 | 5,623 | ||
1 | Morgan Stanley | 3.971% | 7/22/38 | 8,804 | 7,429 | |
1 | Morgan Stanley | 4.457% | 4/22/39 | 2,354 | 2,107 | |
Morgan Stanley | 3.217% | 4/22/42 | 10,039 | 7,485 | ||
Morgan Stanley | 6.375% | 7/24/42 | 10,857 | 12,045 | ||
Morgan Stanley | 4.300% | 1/27/45 | 14,273 | 12,240 | ||
1 | Morgan Stanley | 4.375% | 1/22/47 | 8,249 | 7,093 | |
1 | Morgan Stanley | 5.597% | 3/24/51 | 8,268 | 8,362 | |
1 | Morgan Stanley | 2.802% | 1/25/52 | 7,392 | 4,645 | |
Nasdaq Inc. | 2.500% | 12/21/40 | 2,771 | 1,815 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 1,925 | 1,285 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 3,055 | 2,278 | ||
Nasdaq Inc. | 5.950% | 8/15/53 | 3,045 | 3,089 | ||
Nasdaq Inc. | 6.100% | 6/28/63 | 3,599 | 3,692 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 2,905 | 2,893 | |
Old Republic International Corp. | 3.850% | 6/11/51 | 2,978 | 2,091 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 4,187 | 2,846 | ||
PayPal Holdings Inc. | 5.050% | 6/1/52 | 5,277 | 4,843 | ||
PayPal Holdings Inc. | 5.500% | 6/1/54 | 1,725 | 1,672 | ||
PayPal Holdings Inc. | 5.250% | 6/1/62 | 3,301 | 3,019 | ||
Principal Financial Group Inc. | 6.050% | 10/15/36 | 1,229 | 1,279 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 1,347 | 1,195 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 3,013 | 2,571 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 1,658 | 1,368 | ||
Principal Financial Group Inc. | 5.500% | 3/15/53 | 1,330 | 1,271 | ||
Progressive Corp. | 6.625% | 3/1/29 | 1 | 1 | ||
Progressive Corp. | 4.350% | 4/25/44 | 1,438 | 1,240 | ||
Progressive Corp. | 3.700% | 1/26/45 | 1,670 | 1,313 | ||
Progressive Corp. | 4.125% | 4/15/47 | 4,518 | 3,722 | ||
Progressive Corp. | 4.200% | 3/15/48 | 3,098 | 2,577 | ||
Progressive Corp. | 3.950% | 3/26/50 | 1,667 | 1,316 | ||
Progressive Corp. | 3.700% | 3/15/52 | 1,260 | 944 | ||
1 | Prudential Financial Inc. | 5.700% | 12/14/36 | 4,378 | 4,485 | |
1 | Prudential Financial Inc. | 6.625% | 12/1/37 | 579 | 645 | |
1 | Prudential Financial Inc. | 3.000% | 3/10/40 | 2,790 | 2,060 | |
1 | Prudential Financial Inc. | 6.625% | 6/21/40 | 996 | 1,099 | |
1 | Prudential Financial Inc. | 5.100% | 8/15/43 | 516 | 463 | |
1 | Prudential Financial Inc. | 4.600% | 5/15/44 | 4,181 | 3,643 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 4,772 | 3,674 | ||
1 | Prudential Financial Inc. | 4.418% | 3/27/48 | 1,311 | 1,089 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 6,295 | 4,790 | ||
1 | Prudential Financial Inc. | 4.350% | 2/25/50 | 2,343 | 1,916 | |
1 | Prudential Financial Inc. | 3.700% | 3/13/51 | 6,610 | 4,819 | |
Raymond James Financial Inc. | 4.950% | 7/15/46 | 4,162 | 3,748 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 3,217 | 2,368 | ||
1 | Regions Bank | 6.450% | 6/26/37 | 2,250 | 2,299 | |
Regions Financial Corp. | 7.375% | 12/10/37 | 1,387 | 1,524 | ||
Reinsurance Group of America Inc. | 5.750% | 9/15/34 | 2,750 | 2,737 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 1,368 | 1,257 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 914 | 611 | ||
Sumitomo Mitsui Financial Group Inc. | 2.930% | 9/17/41 | 1,903 | 1,389 | ||
Sumitomo Mitsui Financial Group Inc. | 3.050% | 1/14/42 | 2,009 | 1,494 | ||
Sumitomo Mitsui Financial Group Inc. | 6.184% | 7/13/43 | 6,044 | 6,593 | ||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 1,647 | 2,062 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,706 | 1,913 | ||
1 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 4,057 | 4,355 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 3,995 | 3,944 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 513 | 459 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 1,330 | 1,131 | ||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 3,342 | 2,594 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 4,281 | 3,452 | ||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 5,084 | 4,135 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 1,599 | 1,309 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 2,333 | 1,415 | ||
Travelers Cos. Inc. | 3.050% | 6/8/51 | 5,730 | 3,826 | ||
Travelers Cos. Inc. | 5.450% | 5/25/53 | 2,465 | 2,470 | ||
UBS AG | 4.500% | 6/26/48 | 4,260 | 3,741 | ||
UBS Group AG | 4.875% | 5/15/45 | 9,998 | 9,109 | ||
Unum Group | 5.750% | 8/15/42 | 1,315 | 1,268 | ||
Unum Group | 4.500% | 12/15/49 | 2,018 | 1,576 | ||
Unum Group | 4.125% | 6/15/51 | 2,169 | 1,589 | ||
Visa Inc. | 4.150% | 12/14/35 | 7,737 | 7,194 | ||
Visa Inc. | 2.700% | 4/15/40 | 4,387 | 3,181 | ||
Visa Inc. | 4.300% | 12/14/45 | 17,052 | 14,806 | ||
Visa Inc. | 3.650% | 9/15/47 | 3,146 | 2,440 | ||
Visa Inc. | 2.000% | 8/15/50 | 7,478 | 4,155 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 1,929 | 1,861 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 865 | 733 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 1,240 | 1,093 | ||
W R Berkley Corp. | 4.000% | 5/12/50 | 1,755 | 1,322 | ||
W R Berkley Corp. | 3.150% | 9/30/61 | 1,424 | 837 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 3,515 | 3,459 | ||
Wells Fargo & Co. | 5.375% | 2/7/35 | 920 | 918 | ||
1 | Wells Fargo & Co. | 5.950% | 12/15/36 | 1,604 | 1,611 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Wells Fargo & Co. | 3.068% | 4/30/41 | 16,239 | 11,923 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 10,771 | 10,205 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 13,014 | 12,636 | ||
1 | Wells Fargo & Co. | 4.650% | 11/4/44 | 8,974 | 7,701 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 9,312 | 7,455 | ||
1 | Wells Fargo & Co. | 4.900% | 11/17/45 | 12,876 | 11,352 | |
1 | Wells Fargo & Co. | 4.400% | 6/14/46 | 7,154 | 5,833 | |
1 | Wells Fargo & Co. | 4.750% | 12/7/46 | 5,085 | 4,377 | |
1 | Wells Fargo & Co. | 5.013% | 4/4/51 | 24,313 | 22,161 | |
1 | Wells Fargo & Co. | 4.611% | 4/25/53 | 16,453 | 14,040 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 1,211 | 1,243 | ||
1 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 5,205 | 5,298 | |
1 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 4,046 | 4,413 | |
Western Union Co. | 6.200% | 11/17/36 | 2,252 | 2,282 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 3,451 | 3,027 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 3,513 | 2,446 | ||
Westpac Banking Corp. | 3.133% | 11/18/41 | 5,657 | 3,972 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 1,305 | 1,148 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 4,179 | 3,017 | ||
Willis North America Inc. | 5.900% | 3/5/54 | 3,339 | 3,258 | ||
XL Group Ltd. | 5.250% | 12/15/43 | 1,462 | 1,357 | ||
1,341,495 | ||||||
Health Care (16.1%) | ||||||
3 | Abbott Laboratories | 4.750% | 11/30/36 | 6,296 | 6,071 | |
Abbott Laboratories | 6.150% | 11/30/37 | 1,895 | 2,055 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 1,705 | 1,843 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 2,392 | 2,417 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 3,014 | 2,821 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 15,036 | 14,130 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 9,576 | 9,017 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 14,736 | 13,814 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 7,693 | 7,043 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 17,150 | 14,779 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 1,332 | 1,198 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 11,488 | 10,070 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 5,573 | 5,142 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 3,632 | 3,303 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 11,846 | 10,684 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 8,919 | 7,729 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 7,263 | 6,659 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 27,595 | 22,916 | ||
AbbVie Inc. | 5.400% | 3/15/54 | 11,415 | 11,253 | ||
AbbVie Inc. | 5.500% | 3/15/64 | 8,025 | 7,885 | ||
1 | AdventHealth Obligated Group | 2.795% | 11/15/51 | 1,682 | 1,076 | |
Adventist Health System | 5.757% | 12/1/34 | 1,250 | 1,244 | ||
Adventist Health System | 3.630% | 3/1/49 | 1,043 | 746 | ||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 2,444 | 2,088 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 1,979 | 1,435 | ||
1 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 1,553 | 1,038 | |
Aetna Inc. | 6.625% | 6/15/36 | 5,587 | 5,955 | ||
Aetna Inc. | 6.750% | 12/15/37 | 2,144 | 2,315 | ||
Aetna Inc. | 4.500% | 5/15/42 | 2,396 | 2,008 | ||
Aetna Inc. | 4.125% | 11/15/42 | 3,158 | 2,501 | ||
Aetna Inc. | 4.750% | 3/15/44 | 1,627 | 1,382 | ||
Aetna Inc. | 3.875% | 8/15/47 | 4,601 | 3,361 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 1,447 | 1,376 | ||
1 | AHS Hospital Corp. | 2.780% | 7/1/51 | 1,915 | 1,200 | |
1 | Allina Health System | 3.887% | 4/15/49 | 3,257 | 2,529 | |
1 | Allina Health System | 2.902% | 11/15/51 | 5,432 | 3,492 | |
Amgen Inc. | 6.375% | 6/1/37 | 1,300 | 1,384 | ||
Amgen Inc. | 6.400% | 2/1/39 | 2,611 | 2,794 | ||
Amgen Inc. | 3.150% | 2/21/40 | 8,094 | 6,046 | ||
Amgen Inc. | 5.750% | 3/15/40 | 923 | 934 | ||
Amgen Inc. | 2.800% | 8/15/41 | 6,390 | 4,496 | ||
Amgen Inc. | 4.950% | 10/1/41 | 1,622 | 1,499 | ||
Amgen Inc. | 5.150% | 11/15/41 | 7,535 | 7,074 | ||
Amgen Inc. | 5.650% | 6/15/42 | 2,319 | 2,302 | ||
Amgen Inc. | 5.600% | 3/2/43 | 16,278 | 16,118 | ||
Amgen Inc. | 4.400% | 5/1/45 | 11,755 | 9,907 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Amgen Inc. | 4.563% | 6/15/48 | 6,928 | 5,859 | ||
Amgen Inc. | 3.375% | 2/21/50 | 7,498 | 5,269 | ||
Amgen Inc. | 4.663% | 6/15/51 | 14,024 | 11,993 | ||
Amgen Inc. | 3.000% | 1/15/52 | 4,066 | 2,645 | ||
Amgen Inc. | 4.200% | 2/22/52 | 3,795 | 3,008 | ||
Amgen Inc. | 4.875% | 3/1/53 | 5,159 | 4,541 | ||
Amgen Inc. | 5.650% | 3/2/53 | 16,947 | 16,716 | ||
Amgen Inc. | 2.770% | 9/1/53 | 4,272 | 2,548 | ||
Amgen Inc. | 4.400% | 2/22/62 | 3,553 | 2,815 | ||
Amgen Inc. | 5.750% | 3/2/63 | 13,069 | 12,849 | ||
1 | Ascension Health | 3.106% | 11/15/39 | 1,898 | 1,456 | |
Ascension Health | 3.945% | 11/15/46 | 8,112 | 6,683 | ||
1 | Ascension Health | 4.847% | 11/15/53 | 2,040 | 1,894 | |
AstraZeneca plc | 6.450% | 9/15/37 | 12,239 | 13,550 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 5,143 | 4,310 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 5,282 | 4,572 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 3,795 | 3,267 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 2,355 | 1,318 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 5,193 | 3,490 | ||
Banner Health | 2.907% | 1/1/42 | 981 | 704 | ||
1 | Banner Health | 3.181% | 1/1/50 | 1,450 | 1,003 | |
Banner Health | 2.913% | 1/1/51 | 1,012 | 662 | ||
1 | Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | 1,390 | 805 | |
1 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 2,379 | 1,705 | |
Baxalta Inc. | 5.250% | 6/23/45 | 1,528 | 1,444 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 2,018 | 1,410 | ||
Baxter International Inc. | 3.132% | 12/1/51 | 4,667 | 2,918 | ||
1 | BayCare Health System Inc. | 3.831% | 11/15/50 | 2,212 | 1,736 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 2,056 | 1,757 | ||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 1,261 | 1,028 | ||
1 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 4,507 | 2,921 | |
Becton Dickinson & Co. | 4.685% | 12/15/44 | 3,042 | 2,678 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 8,281 | 7,215 | ||
Becton Dickinson & Co. | 3.794% | 5/20/50 | 929 | 699 | ||
1 | Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | 1,565 | 986 | |
Biogen Inc. | 5.200% | 9/15/45 | 4,953 | 4,528 | ||
Biogen Inc. | 3.150% | 5/1/50 | 8,799 | 5,690 | ||
Biogen Inc. | 3.250% | 2/15/51 | 2,352 | 1,560 | ||
1 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 1,494 | 1,016 | |
Boston Scientific Corp. | 6.500% | 11/15/35 | 999 | 1,098 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 1,959 | 1,806 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 981 | 1,148 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 3,788 | 3,359 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 8,741 | 7,546 | ||
Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 3,236 | 2,136 | ||
Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | 5,156 | 4,006 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 2,431 | 1,796 | ||
Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | 343 | 299 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 6,291 | 5,576 | ||
Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 508 | 471 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 5,438 | 4,526 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 6,798 | 5,828 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 13,645 | 11,139 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 6,336 | 3,707 | ||
Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 11,371 | 8,303 | ||
Bristol-Myers Squibb Co. | 6.250% | 11/15/53 | 7,660 | 8,251 | ||
Bristol-Myers Squibb Co. | 5.550% | 2/22/54 | 13,236 | 13,042 | ||
Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 4,171 | 3,005 | ||
Bristol-Myers Squibb Co. | 6.400% | 11/15/63 | 5,662 | 6,166 | ||
Bristol-Myers Squibb Co. | 5.650% | 2/22/64 | 7,200 | 7,033 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 1,109 | 948 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 1,306 | 1,090 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 2,224 | 1,950 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 4,591 | 3,705 | ||
1 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 1,250 | 841 | |
Cencora Inc. | 4.250% | 3/1/45 | 3,101 | 2,616 | ||
Cencora Inc. | 4.300% | 12/15/47 | 2,304 | 1,898 | ||
Children's Health System of Texas | 2.511% | 8/15/50 | 2,078 | 1,250 | ||
1 | Children's Hospital | 2.928% | 7/15/50 | 1,285 | 817 | |
1 | Children's Hospital Corp. | 4.115% | 1/1/47 | 1,524 | 1,277 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Children's Hospital Corp. | 2.585% | 2/1/50 | 1,132 | 701 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 985 | 849 | ||
1 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 1,387 | 869 | |
Cigna Group | 4.800% | 8/15/38 | 10,796 | 9,862 | ||
Cigna Group | 3.200% | 3/15/40 | 2,545 | 1,880 | ||
1 | Cigna Group | 6.125% | 11/15/41 | 2,196 | 2,291 | |
1 | Cigna Group | 4.800% | 7/15/46 | 4,683 | 4,127 | |
1 | Cigna Group | 3.875% | 10/15/47 | 4,275 | 3,234 | |
Cigna Group | 4.900% | 12/15/48 | 13,242 | 11,634 | ||
Cigna Group | 3.400% | 3/15/50 | 6,269 | 4,265 | ||
Cigna Group | 3.400% | 3/15/51 | 6,228 | 4,223 | ||
Cigna Group | 5.600% | 2/15/54 | 7,665 | 7,374 | ||
1 | City of Hope | 5.623% | 11/15/43 | 1,641 | 1,607 | |
1 | City of Hope | 4.378% | 8/15/48 | 1,111 | 899 | |
CommonSpirit Health | 5.318% | 12/1/34 | 3,370 | 3,299 | ||
1 | CommonSpirit Health | 4.350% | 11/1/42 | 2,183 | 1,849 | |
CommonSpirit Health | 3.817% | 10/1/49 | 1,769 | 1,335 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 4,094 | 3,249 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 1,508 | 1,137 | ||
CommonSpirit Health | 6.461% | 11/1/52 | 1,110 | 1,217 | ||
CommonSpirit Health | 5.548% | 12/1/54 | 3,440 | 3,348 | ||
1 | Community Health Network Inc. | 3.099% | 5/1/50 | 1,270 | 829 | |
1 | Corewell Health Obligated Group | 3.487% | 7/15/49 | 1,560 | 1,143 | |
1 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 3,105 | 2,219 | |
CVS Health Corp. | 4.875% | 7/20/35 | 4,356 | 4,043 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 26,983 | 24,000 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 1,951 | 1,950 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 4,308 | 3,470 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 8,231 | 5,454 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 2,457 | 2,237 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 15,435 | 13,620 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 35,775 | 30,831 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 4,266 | 3,236 | ||
CVS Health Corp. | 5.625% | 2/21/53 | 5,155 | 4,777 | ||
CVS Health Corp. | 5.875% | 6/1/53 | 7,829 | 7,505 | ||
CVS Health Corp. | 6.050% | 6/1/54 | 3,000 | 2,941 | ||
CVS Health Corp. | 6.000% | 6/1/63 | 4,467 | 4,288 | ||
Danaher Corp. | 4.375% | 9/15/45 | 3,135 | 2,734 | ||
Danaher Corp. | 2.600% | 10/1/50 | 4,823 | 2,919 | ||
Danaher Corp. | 2.800% | 12/10/51 | 4,918 | 3,081 | ||
1 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 1,238 | 961 | |
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 3,648 | 2,869 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 3,251 | 2,341 | ||
Dignity Health | 4.500% | 11/1/42 | 2,162 | 1,878 | ||
Dignity Health | 5.267% | 11/1/64 | 1,198 | 1,092 | ||
1 | Duke University Health System Inc. | 3.920% | 6/1/47 | 2,802 | 2,258 | |
Elevance Health Inc. | 5.375% | 6/15/34 | 4,530 | 4,515 | ||
Elevance Health Inc. | 5.950% | 12/15/34 | 972 | 1,009 | ||
Elevance Health Inc. | 5.850% | 1/15/36 | 1,238 | 1,265 | ||
Elevance Health Inc. | 4.625% | 5/15/42 | 4,714 | 4,164 | ||
Elevance Health Inc. | 4.650% | 1/15/43 | 5,460 | 4,827 | ||
Elevance Health Inc. | 5.100% | 1/15/44 | 2,278 | 2,114 | ||
Elevance Health Inc. | 4.650% | 8/15/44 | 3,901 | 3,405 | ||
Elevance Health Inc. | 4.375% | 12/1/47 | 5,433 | 4,524 | ||
Elevance Health Inc. | 4.550% | 3/1/48 | 4,337 | 3,663 | ||
Elevance Health Inc. | 3.700% | 9/15/49 | 1,883 | 1,387 | ||
Elevance Health Inc. | 3.125% | 5/15/50 | 3,490 | 2,330 | ||
Elevance Health Inc. | 3.600% | 3/15/51 | 7,086 | 5,081 | ||
Elevance Health Inc. | 4.550% | 5/15/52 | 2,423 | 2,027 | ||
Elevance Health Inc. | 6.100% | 10/15/52 | 4,162 | 4,349 | ||
Elevance Health Inc. | 5.125% | 2/15/53 | 6,489 | 5,959 | ||
Elevance Health Inc. | 5.650% | 6/15/54 | 4,530 | 4,470 | ||
Eli Lilly & Co. | 5.550% | 3/15/37 | 1,252 | 1,312 | ||
Eli Lilly & Co. | 3.700% | 3/1/45 | 1,930 | 1,540 | ||
Eli Lilly & Co. | 3.950% | 5/15/47 | 1,074 | 890 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 4,146 | 3,347 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 5,700 | 3,284 | ||
Eli Lilly & Co. | 4.875% | 2/27/53 | 5,707 | 5,297 | ||
Eli Lilly & Co. | 5.000% | 2/9/54 | 6,700 | 6,354 | ||
Eli Lilly & Co. | 4.150% | 3/15/59 | 1,784 | 1,447 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Eli Lilly & Co. | 2.500% | 9/15/60 | 3,741 | 2,083 | ||
Eli Lilly & Co. | 4.950% | 2/27/63 | 4,845 | 4,468 | ||
Eli Lilly & Co. | 5.100% | 2/9/64 | 8,435 | 7,982 | ||
1 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 988 | 749 | |
1 | Fred Hutchinson Cancer Center | 4.966% | 1/1/52 | 1,010 | 948 | |
GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | 4,699 | 5,099 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 4,326 | 4,061 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 3,985 | 3,484 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 6,188 | 4,239 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 4,422 | 4,442 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 7,658 | 6,885 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 5,712 | 4,910 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 10,190 | 9,039 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 7,653 | 6,187 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 8,497 | 5,297 | ||
Gilead Sciences Inc. | 5.550% | 10/15/53 | 5,510 | 5,466 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 13,355 | 14,734 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 2,030 | 1,747 | ||
1 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 968 | 670 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 1,225 | 1,026 | ||
1 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 2,345 | 1,519 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 1,607 | 1,372 | ||
1 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 1,368 | 974 | |
HCA Inc. | 5.125% | 6/15/39 | 3,870 | 3,588 | ||
HCA Inc. | 4.375% | 3/15/42 | 1,939 | 1,590 | ||
HCA Inc. | 5.500% | 6/15/47 | 6,032 | 5,588 | ||
HCA Inc. | 5.250% | 6/15/49 | 8,704 | 7,731 | ||
HCA Inc. | 3.500% | 7/15/51 | 6,271 | 4,186 | ||
HCA Inc. | 4.625% | 3/15/52 | 9,638 | 7,774 | ||
HCA Inc. | 5.900% | 6/1/53 | 4,505 | 4,367 | ||
HCA Inc. | 6.000% | 4/1/54 | 6,320 | 6,201 | ||
HCA Inc. | 6.100% | 4/1/64 | 5,243 | 5,121 | ||
Hoag Memorial Hospital Presbyterian | 3.803% | 7/15/52 | 2,359 | 1,835 | ||
Humana Inc. | 4.625% | 12/1/42 | 3,479 | 2,938 | ||
Humana Inc. | 4.950% | 10/1/44 | 6,662 | 5,824 | ||
Humana Inc. | 4.800% | 3/15/47 | 1,731 | 1,467 | ||
Humana Inc. | 3.950% | 8/15/49 | 2,023 | 1,514 | ||
Humana Inc. | 5.500% | 3/15/53 | 4,371 | 4,064 | ||
Humana Inc. | 5.750% | 4/15/54 | 3,315 | 3,191 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 1,831 | 1,526 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 1,857 | 1,497 | ||
1 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 1,135 | 737 | |
Inova Health System Foundation | 4.068% | 5/15/52 | 1,509 | 1,237 | ||
1 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 1,438 | 1,057 | |
1 | Iowa Health System | 3.665% | 2/15/50 | 1,078 | 806 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 2,060 | 1,665 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 5,442 | 4,713 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 7,358 | 6,357 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 1,203 | 1,304 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 4,083 | 3,403 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 2,022 | 2,176 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 5,718 | 3,791 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 3,606 | 3,373 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 2,227 | 2,165 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 3,826 | 3,545 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 9,532 | 7,599 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 4,491 | 3,593 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 2,916 | 2,219 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 2,392 | 1,402 | ||
Johnson & Johnson | 5.250% | 6/1/54 | 2,000 | 1,990 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 4,943 | 2,752 | ||
1 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 6,820 | 4,906 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 1,425 | 1,328 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 6,773 | 5,636 | ||
1 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 5,050 | 3,579 | |
1 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 5,992 | 3,973 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 2,575 | 2,827 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 1,471 | 1,339 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 7,819 | 6,859 | ||
1 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 1,158 | 901 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 2,224 | 1,540 | |
1 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 1,068 | 852 | |
1 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 2,149 | 1,419 | |
1 | Mayo Clinic | 4.000% | 11/15/47 | 948 | 778 | |
1 | Mayo Clinic | 4.128% | 11/15/52 | 1,528 | 1,266 | |
1 | Mayo Clinic | 3.196% | 11/15/61 | 1,925 | 1,269 | |
1 | McLaren Health Care Corp. | 4.386% | 5/15/48 | 1,382 | 1,176 | |
1 | MedStar Health Inc. | 3.626% | 8/15/49 | 1,490 | 1,108 | |
Medtronic Inc. | 4.375% | 3/15/35 | 8,874 | 8,289 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 10,527 | 9,497 | ||
Memorial Health Services | 3.447% | 11/1/49 | 1,383 | 1,006 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 1,667 | 1,598 | ||
1 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 1,408 | 939 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 1,840 | 1,508 | ||
1 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,450 | 1,193 | |
Merck & Co. Inc. | 3.900% | 3/7/39 | 4,589 | 3,931 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 5,074 | 3,440 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 3,283 | 2,588 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 4,545 | 3,858 | ||
Merck & Co. Inc. | 4.900% | 5/17/44 | 4,385 | 4,091 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 7,696 | 6,014 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 7,995 | 6,411 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 6,017 | 3,548 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 7,470 | 4,641 | ||
Merck & Co. Inc. | 5.000% | 5/17/53 | 7,504 | 7,016 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 7,535 | 4,484 | ||
Merck & Co. Inc. | 5.150% | 5/17/63 | 4,698 | 4,437 | ||
Merck Sharp & Dohme Corp. | 5.750% | 11/15/36 | 1,310 | 1,389 | ||
1 | Methodist Hospital | 2.705% | 12/1/50 | 2,380 | 1,486 | |
1 | Montefiore Obligated Group | 5.246% | 11/1/48 | 1,981 | 1,460 | |
Montefiore Obligated Group | 4.287% | 9/1/50 | 1,001 | 628 | ||
1 | Mount Nittany Medical Center Obligated Group | 3.799% | 11/15/52 | 1,355 | 1,031 | |
1 | Mount Sinai Hospital | 3.981% | 7/1/48 | 1,301 | 1,024 | |
1 | Mount Sinai Hospital | 3.737% | 7/1/49 | 2,128 | 1,525 | |
1 | Mount Sinai Hospital | 3.391% | 7/1/50 | 1,765 | 1,169 | |
MultiCare Health System | 2.803% | 8/15/50 | 1,420 | 841 | ||
Mylan Inc. | 5.400% | 11/29/43 | 1,192 | 1,030 | ||
Mylan Inc. | 5.200% | 4/15/48 | 2,326 | 1,874 | ||
1 | MyMichigan Health | 3.409% | 6/1/50 | 1,584 | 1,117 | |
Nationwide Children's Hospital Inc. | 4.556% | 11/1/52 | 413 | 367 | ||
New York & Presbyterian Hospital | 2.256% | 8/1/40 | 966 | 643 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 3,649 | 3,048 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 1,320 | 1,048 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 893 | 497 | ||
1 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 1,695 | 1,196 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 1,797 | 1,402 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 3,810 | 3,057 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 3,474 | 2,559 | ||
1 | Northwestern Memorial Healthcare Obligated Group | 2.633% | 7/15/51 | 2,114 | 1,336 | |
Novant Health Inc. | 2.637% | 11/1/36 | 1,359 | 1,019 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 2,883 | 1,921 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 1,369 | 877 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 2,340 | 1,914 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 8,525 | 7,577 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 4,200 | 3,505 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 9,779 | 6,291 | ||
1 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 1,080 | 669 | |
1 | NYU Langone Hospitals | 5.750% | 7/1/43 | 1,175 | 1,218 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 1,230 | 1,125 | ||
1 | NYU Langone Hospitals | 4.368% | 7/1/47 | 2,740 | 2,398 | |
1 | NYU Langone Hospitals | 3.380% | 7/1/55 | 2,952 | 2,018 | |
OhioHealth Corp. | 2.834% | 11/15/41 | 1,191 | 856 | ||
1 | OhioHealth Corp. | 3.042% | 11/15/50 | 2,455 | 1,701 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 1,014 | 823 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 1,394 | 995 | ||
1 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 1,533 | 1,331 | |
1 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 1,550 | 1,007 | |
Pfizer Inc. | 4.000% | 12/15/36 | 8,857 | 7,861 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 2,682 | 2,356 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 4,251 | 3,602 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Pfizer Inc. | 7.200% | 3/15/39 | 11,666 | 13,726 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 4,137 | 2,869 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 5,686 | 4,886 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 3,813 | 3,385 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 4,368 | 3,611 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 8,627 | 7,139 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 8,941 | 7,169 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 4,039 | 2,578 | ||
Pfizer Investment Enterprises Pte. Ltd. | 5.110% | 5/19/43 | 13,835 | 13,137 | ||
Pfizer Investment Enterprises Pte. Ltd. | 5.300% | 5/19/53 | 26,571 | 25,424 | ||
Pfizer Investment Enterprises Pte. Ltd. | 5.340% | 5/19/63 | 15,558 | 14,614 | ||
1 | Piedmont Healthcare Inc. | 2.719% | 1/1/42 | 1,270 | 880 | |
Piedmont Healthcare Inc. | 2.864% | 1/1/52 | 2,010 | 1,259 | ||
Presbyterian Healthcare Services | 4.875% | 8/1/52 | 1,525 | 1,422 | ||
1 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 1,533 | 1,162 | |
1 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 1,563 | 1,195 | |
1 | Providence St. Joseph Health Obligated Group | 2.700% | 10/1/51 | 3,347 | 1,958 | |
Queen's Health Systems | 4.810% | 7/1/52 | 1,265 | 1,171 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 1,808 | 1,600 | ||
1 | Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | 1,080 | 742 | |
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 3,538 | 2,160 | ||
Revvity Inc. | 3.625% | 3/15/51 | 1,485 | 1,021 | ||
Royalty Pharma plc | 3.300% | 9/2/40 | 5,200 | 3,765 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 4,166 | 2,790 | ||
Royalty Pharma plc | 3.350% | 9/2/51 | 2,739 | 1,745 | ||
1 | Seattle Children's Hospital | 2.719% | 10/1/50 | 1,474 | 927 | |
1 | Sentara Healthcare | 2.927% | 11/1/51 | 1,012 | 664 | |
1 | Sharp HealthCare | 2.680% | 8/1/50 | 1,108 | 691 | |
2 | Solventum Corp. | 5.900% | 4/30/54 | 3,830 | 3,674 | |
2 | Solventum Corp. | 6.000% | 5/15/64 | 960 | 916 | |
1 | Stanford Health Care | 3.795% | 11/15/48 | 2,117 | 1,674 | |
Stanford Health Care | 3.027% | 8/15/51 | 1,586 | 1,064 | ||
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 3,128 | 2,266 | ||
Stryker Corp. | 4.100% | 4/1/43 | 2,109 | 1,742 | ||
Stryker Corp. | 4.375% | 5/15/44 | 1,098 | 945 | ||
Stryker Corp. | 4.625% | 3/15/46 | 8,963 | 7,886 | ||
Stryker Corp. | 2.900% | 6/15/50 | 2,937 | 1,911 | ||
Summa Health | 3.511% | 11/15/51 | 1,040 | 737 | ||
1 | Sutter Health | 3.161% | 8/15/40 | 1,928 | 1,465 | |
1 | Sutter Health | 4.091% | 8/15/48 | 1,195 | 979 | |
1 | Sutter Health | 3.361% | 8/15/50 | 2,669 | 1,897 | |
Sutter Health | 5.547% | 8/15/53 | 1,580 | 1,607 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 6,425 | 4,696 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 8,088 | 5,437 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 4,465 | 2,873 | ||
Texas Health Resources | 2.328% | 11/15/50 | 1,355 | 784 | ||
1 | Texas Health Resources | 4.330% | 11/15/55 | 1,306 | 1,104 | |
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 10,206 | 7,258 | ||
Thermo Fisher Scientific Inc. | 5.404% | 8/10/43 | 1,309 | 1,308 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 1,888 | 1,847 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 4,730 | 3,884 | ||
Toledo Hospital | 5.750% | 11/15/38 | 1,460 | 1,444 | ||
1 | Trinity Health Corp. | 2.632% | 12/1/40 | 1,249 | 873 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 975 | 822 | ||
1 | Trinity Health Corp. | 3.434% | 12/1/48 | 1,109 | 841 | |
UMass Memorial Health Care Obligated Group | 5.363% | 7/1/52 | 1,091 | 1,028 | ||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 3,024 | 2,877 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 4,119 | 4,290 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 4,027 | 4,428 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 6,716 | 7,437 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 6,363 | 7,260 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 5,470 | 4,404 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 2,060 | 1,478 | ||
UnitedHealth Group Inc. | 5.700% | 10/15/40 | 1,283 | 1,314 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 587 | 615 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 4,454 | 3,290 | ||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 2,056 | 1,862 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 5,124 | 4,489 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 2,485 | 2,057 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 2,842 | 2,456 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 8,079 | 7,354 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 4,765 | 3,938 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 1,847 | 1,545 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 4,248 | 3,247 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 6,235 | 5,150 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 5,270 | 4,484 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 5,310 | 3,990 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 4,841 | 3,125 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 7,832 | 5,359 | ||
UnitedHealth Group Inc. | 4.750% | 5/15/52 | 6,946 | 6,147 | ||
UnitedHealth Group Inc. | 5.875% | 2/15/53 | 9,150 | 9,493 | ||
UnitedHealth Group Inc. | 5.050% | 4/15/53 | 9,344 | 8,630 | ||
UnitedHealth Group Inc. | 5.375% | 4/15/54 | 8,720 | 8,454 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 5,807 | 4,300 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 4,314 | 2,717 | ||
UnitedHealth Group Inc. | 4.950% | 5/15/62 | 5,818 | 5,173 | ||
UnitedHealth Group Inc. | 6.050% | 2/15/63 | 7,174 | 7,542 | ||
UnitedHealth Group Inc. | 5.200% | 4/15/63 | 7,048 | 6,532 | ||
UnitedHealth Group Inc. | 5.500% | 4/15/64 | 3,125 | 3,028 | ||
UPMC | 5.377% | 5/15/43 | 1,308 | 1,297 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 2,853 | 2,338 | ||
Viatris Inc. | 3.850% | 6/22/40 | 6,390 | 4,660 | ||
Viatris Inc. | 4.000% | 6/22/50 | 11,700 | 7,900 | ||
1 | WakeMed | 3.286% | 10/1/52 | 907 | 626 | |
1 | West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | 1,242 | 805 | |
1 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 1,445 | 1,262 | |
1 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 1,268 | 815 | |
Wyeth LLC | 5.950% | 4/1/37 | 7,728 | 8,108 | ||
1 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 1,721 | 1,020 | |
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 1,354 | 1,347 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 10,124 | 9,035 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 1,439 | 1,130 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 881 | 749 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 2,608 | 1,705 | ||
1,596,712 | ||||||
Industrials (8.5%) | ||||||
1 | 3M Co. | 5.700% | 3/15/37 | 1,876 | 1,937 | |
1 | 3M Co. | 3.875% | 6/15/44 | 1,580 | 1,223 | |
1 | 3M Co. | 3.125% | 9/19/46 | 3,099 | 2,086 | |
1 | 3M Co. | 3.625% | 10/15/47 | 779 | 565 | |
1 | 3M Co. | 4.000% | 9/14/48 | 4,643 | 3,690 | |
3M Co. | 3.250% | 8/26/49 | 2,573 | 1,754 | ||
3M Co. | 3.700% | 4/15/50 | 2,409 | 1,754 | ||
ABB Finance USA Inc. | 4.375% | 5/8/42 | 3,477 | 3,092 | ||
1 | American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | 2,910 | 2,459 | |
Boeing Co. | 3.250% | 2/1/35 | 6,550 | 4,951 | ||
Boeing Co. | 6.625% | 2/15/38 | 820 | 840 | ||
Boeing Co. | 3.550% | 3/1/38 | 3,742 | 2,700 | ||
Boeing Co. | 3.500% | 3/1/39 | 2,070 | 1,462 | ||
Boeing Co. | 6.875% | 3/15/39 | 963 | 989 | ||
Boeing Co. | 5.875% | 2/15/40 | 892 | 830 | ||
Boeing Co. | 5.705% | 5/1/40 | 12,196 | 11,214 | ||
Boeing Co. | 3.650% | 3/1/47 | 1,213 | 795 | ||
Boeing Co. | 3.625% | 3/1/48 | 2,158 | 1,392 | ||
Boeing Co. | 3.850% | 11/1/48 | 1,298 | 868 | ||
Boeing Co. | 3.900% | 5/1/49 | 3,460 | 2,314 | ||
Boeing Co. | 3.750% | 2/1/50 | 5,981 | 3,883 | ||
Boeing Co. | 5.805% | 5/1/50 | 23,458 | 21,000 | ||
2 | Boeing Co. | 6.858% | 5/1/54 | 11,300 | 11,459 | |
Boeing Co. | 3.825% | 3/1/59 | 975 | 624 | ||
Boeing Co. | 3.950% | 8/1/59 | 6,407 | 4,035 | ||
Boeing Co. | 5.930% | 5/1/60 | 15,940 | 14,072 | ||
2 | Boeing Co. | 7.008% | 5/1/64 | 6,915 | 6,975 | |
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 1,286 | 1,390 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 2,821 | 3,031 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 6,690 | 6,860 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 4,886 | 4,635 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 3,118 | 3,088 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 905 | 851 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 2,579 | 2,258 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 3,615 | 3,155 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 4,222 | 4,034 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 5,370 | 4,951 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 3,263 | 2,867 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 3,906 | 3,235 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 1,404 | 1,252 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 2,402 | 1,900 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 3,291 | 2,685 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 2,715 | 2,181 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 2,877 | 2,339 | ||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 4,092 | 2,981 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 3,341 | 2,199 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 3,994 | 2,760 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 2,650 | 1,664 | ||
Burlington Northern Santa Fe LLC | 4.450% | 1/15/53 | 5,597 | 4,744 | ||
Burlington Northern Santa Fe LLC | 5.200% | 4/15/54 | 6,556 | 6,229 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 643 | 697 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 2,055 | 2,214 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 1,215 | 1,324 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 3,307 | 2,373 | ||
Canadian National Railway Co. | 3.650% | 2/3/48 | 2,583 | 1,994 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 2,145 | 1,868 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 2,570 | 1,532 | ||
Canadian National Railway Co. | 4.400% | 8/5/52 | 3,008 | 2,574 | ||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 3,325 | 3,156 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 3,139 | 3,225 | ||
Canadian Pacific Railway Co. | 3.000% | 12/2/41 | 3,362 | 2,911 | ||
Canadian Pacific Railway Co. | 4.300% | 5/15/43 | 1,816 | 1,533 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 2,045 | 1,831 | ||
Canadian Pacific Railway Co. | 4.950% | 8/15/45 | 1,388 | 1,259 | ||
Canadian Pacific Railway Co. | 4.700% | 5/1/48 | 2,071 | 1,782 | ||
Canadian Pacific Railway Co. | 3.500% | 5/1/50 | 2,975 | 2,141 | ||
Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 9,424 | 6,238 | ||
Canadian Pacific Railway Co. | 4.200% | 11/15/69 | 1,087 | 825 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 3,192 | 3,232 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 5,755 | 4,447 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 8,293 | 6,035 | ||
Carrier Global Corp. | 6.200% | 3/15/54 | 4,750 | 5,093 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 635 | 691 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 3,761 | 3,674 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 7,032 | 5,727 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 2,520 | 2,213 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 4,942 | 3,505 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 4,810 | 3,438 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 3,659 | 3,274 | ||
CSX Corp. | 6.000% | 10/1/36 | 1,694 | 1,784 | ||
CSX Corp. | 6.150% | 5/1/37 | 4,016 | 4,298 | ||
CSX Corp. | 6.220% | 4/30/40 | 2,232 | 2,388 | ||
CSX Corp. | 5.500% | 4/15/41 | 3,296 | 3,268 | ||
CSX Corp. | 4.750% | 5/30/42 | 2,711 | 2,459 | ||
CSX Corp. | 4.400% | 3/1/43 | 1,498 | 1,305 | ||
CSX Corp. | 4.100% | 3/15/44 | 6,619 | 5,463 | ||
CSX Corp. | 3.800% | 11/1/46 | 3,367 | 2,613 | ||
CSX Corp. | 4.300% | 3/1/48 | 3,669 | 3,064 | ||
CSX Corp. | 4.750% | 11/15/48 | 2,092 | 1,865 | ||
CSX Corp. | 4.500% | 3/15/49 | 1,346 | 1,153 | ||
CSX Corp. | 3.350% | 9/15/49 | 2,481 | 1,738 | ||
CSX Corp. | 3.800% | 4/15/50 | 2,140 | 1,626 | ||
CSX Corp. | 3.950% | 5/1/50 | 894 | 699 | ||
CSX Corp. | 2.500% | 5/15/51 | 4,463 | 2,623 | ||
CSX Corp. | 4.500% | 11/15/52 | 4,142 | 3,534 | ||
CSX Corp. | 4.500% | 8/1/54 | 874 | 739 | ||
CSX Corp. | 4.250% | 11/1/66 | 3,684 | 2,855 | ||
CSX Corp. | 4.650% | 3/1/68 | 2,547 | 2,131 | ||
Cummins Inc. | 4.875% | 10/1/43 | 2,200 | 2,034 | ||
Cummins Inc. | 2.600% | 9/1/50 | 3,118 | 1,878 | ||
Cummins Inc. | 5.450% | 2/20/54 | 5,325 | 5,215 | ||
Deere & Co. | 3.900% | 6/9/42 | 5,827 | 4,875 | ||
Deere & Co. | 2.875% | 9/7/49 | 2,952 | 1,980 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Deere & Co. | 3.750% | 4/15/50 | 4,703 | 3,726 | ||
Dover Corp. | 5.375% | 10/15/35 | 1,380 | 1,384 | ||
Dover Corp. | 5.375% | 3/1/41 | 1,380 | 1,346 | ||
Eaton Corp. | 4.150% | 11/2/42 | 7,261 | 6,199 | ||
Eaton Corp. | 4.700% | 8/23/52 | 866 | 782 | ||
Emerson Electric Co. | 5.250% | 11/15/39 | 975 | 963 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 1,462 | 922 | ||
Emerson Electric Co. | 2.800% | 12/21/51 | 6,490 | 4,063 | ||
FedEx Corp. | 3.900% | 2/1/35 | 1,798 | 1,582 | ||
FedEx Corp. | 3.250% | 5/15/41 | 3,183 | 2,321 | ||
FedEx Corp. | 3.875% | 8/1/42 | 2,040 | 1,585 | ||
FedEx Corp. | 4.100% | 4/15/43 | 1,442 | 1,151 | ||
FedEx Corp. | 5.100% | 1/15/44 | 3,282 | 2,978 | ||
FedEx Corp. | 4.100% | 2/1/45 | 2,895 | 2,264 | ||
FedEx Corp. | 4.750% | 11/15/45 | 4,471 | 3,833 | ||
FedEx Corp. | 4.550% | 4/1/46 | 5,593 | 4,635 | ||
FedEx Corp. | 4.400% | 1/15/47 | 3,050 | 2,460 | ||
FedEx Corp. | 4.050% | 2/15/48 | 4,595 | 3,515 | ||
FedEx Corp. | 4.950% | 10/17/48 | 4,959 | 4,341 | ||
FedEx Corp. | 5.250% | 5/15/50 | 9,256 | 8,503 | ||
Fortive Corp. | 4.300% | 6/15/46 | 2,623 | 2,170 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 5,510 | 5,059 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 3,290 | 2,896 | ||
General Dynamics Corp. | 2.850% | 6/1/41 | 2,010 | 1,442 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 2,122 | 1,673 | ||
General Dynamics Corp. | 4.250% | 4/1/50 | 2,769 | 2,323 | ||
1 | General Electric Co. | 5.875% | 1/14/38 | 3,720 | 3,842 | |
1 | General Electric Co. | 6.875% | 1/10/39 | 2,626 | 2,994 | |
General Electric Co. | 4.500% | 3/11/44 | 2,196 | 1,928 | ||
General Electric Co. | 4.350% | 5/1/50 | 2,613 | 2,195 | ||
Honeywell International Inc. | 5.000% | 3/1/35 | 6,670 | 6,576 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 1,552 | 1,625 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 2,338 | 2,417 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 1,881 | 1,889 | ||
Honeywell International Inc. | 3.812% | 11/21/47 | 1,491 | 1,166 | ||
Honeywell International Inc. | 2.800% | 6/1/50 | 3,291 | 2,185 | ||
Honeywell International Inc. | 5.250% | 3/1/54 | 7,435 | 7,205 | ||
Honeywell International Inc. | 5.350% | 3/1/64 | 3,125 | 3,033 | ||
Howmet Aerospace Inc. | 5.950% | 2/1/37 | 2,995 | 3,069 | ||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 3,043 | 2,876 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 5,639 | 4,684 | ||
Ingersoll Rand Inc. | 5.450% | 6/15/34 | 3,200 | 3,207 | ||
Ingersoll Rand Inc. | 5.700% | 6/15/54 | 2,575 | 2,604 | ||
1 | Johnson Controls International plc | 6.000% | 1/15/36 | 970 | 1,011 | |
1 | Johnson Controls International plc | 4.625% | 7/2/44 | 1,959 | 1,691 | |
1 | Johnson Controls International plc | 5.125% | 9/14/45 | 1,375 | 1,254 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 1,632 | 1,367 | ||
1 | Johnson Controls International plc | 4.950% | 7/2/64 | 1,654 | 1,427 | |
L3Harris Technologies Inc. | 5.350% | 6/1/34 | 2,880 | 2,843 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 1,573 | 1,482 | ||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 930 | 972 | ||
L3Harris Technologies Inc. | 5.600% | 7/31/53 | 1,915 | 1,898 | ||
Lockheed Martin Corp. | 4.800% | 8/15/34 | 1,545 | 1,502 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 1,908 | 1,664 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 3,824 | 3,560 | ||
1 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 2,182 | 2,348 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 1,452 | 1,493 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 5,640 | 4,745 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 7,660 | 6,077 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 1,659 | 1,498 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 6,062 | 3,859 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 6,590 | 5,282 | ||
Lockheed Martin Corp. | 4.150% | 6/15/53 | 4,068 | 3,282 | ||
Lockheed Martin Corp. | 5.700% | 11/15/54 | 4,442 | 4,557 | ||
Lockheed Martin Corp. | 5.200% | 2/15/55 | 2,289 | 2,191 | ||
Lockheed Martin Corp. | 4.300% | 6/15/62 | 2,870 | 2,316 | ||
Lockheed Martin Corp. | 5.900% | 11/15/63 | 4,367 | 4,599 | ||
Lockheed Martin Corp. | 5.200% | 2/15/64 | 3,513 | 3,310 | ||
1 | Nature Conservancy | 3.957% | 3/1/52 | 1,535 | 1,240 | |
Norfolk Southern Corp. | 4.837% | 10/1/41 | 3,074 | 2,808 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 3,351 | 2,697 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 1,535 | 1,337 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 2,891 | 2,237 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 2,901 | 2,315 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 1,782 | 1,400 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 1,966 | 1,374 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 9,133 | 5,935 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 3,655 | 2,809 | ||
Norfolk Southern Corp. | 3.700% | 3/15/53 | 1,604 | 1,156 | ||
Norfolk Southern Corp. | 4.550% | 6/1/53 | 3,971 | 3,329 | ||
Norfolk Southern Corp. | 5.350% | 8/1/54 | 4,578 | 4,354 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 4,556 | 2,876 | ||
Norfolk Southern Corp. | 5.950% | 3/15/64 | 4,834 | 4,936 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 2,109 | 1,487 | ||
Northrop Grumman Corp. | 4.900% | 6/1/34 | 3,230 | 3,117 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 2,672 | 2,554 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 1,047 | 986 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 4,628 | 4,139 | ||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 2,994 | 2,345 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 13,499 | 10,708 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 2,217 | 2,106 | ||
Northrop Grumman Corp. | 4.950% | 3/15/53 | 6,808 | 6,147 | ||
Northrop Grumman Corp. | 5.200% | 6/1/54 | 5,045 | 4,725 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 3,767 | 2,802 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 3,503 | 2,455 | ||
1 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 2,731 | 2,500 | |
1 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 947 | 1,006 | |
1 | Parker-Hannifin Corp. | 4.450% | 11/21/44 | 2,252 | 1,926 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 3,563 | 2,842 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 4,583 | 3,593 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 2,384 | 1,972 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 1,359 | 1,190 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 1,717 | 1,831 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 1,808 | 1,819 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 988 | 659 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 3,826 | 3,175 | ||
Rockwell Automation Inc. | 2.800% | 8/15/61 | 2,123 | 1,208 | ||
RTX Corp. | 5.400% | 5/1/35 | 1,914 | 1,901 | ||
RTX Corp. | 6.050% | 6/1/36 | 1,497 | 1,551 | ||
RTX Corp. | 6.125% | 7/15/38 | 2,547 | 2,658 | ||
RTX Corp. | 4.450% | 11/16/38 | 7,760 | 6,836 | ||
RTX Corp. | 5.700% | 4/15/40 | 120 | 120 | ||
RTX Corp. | 4.875% | 10/15/40 | 2,714 | 2,479 | ||
RTX Corp. | 4.700% | 12/15/41 | 1,482 | 1,316 | ||
RTX Corp. | 4.500% | 6/1/42 | 18,079 | 15,698 | ||
RTX Corp. | 4.800% | 12/15/43 | 1,645 | 1,464 | ||
RTX Corp. | 4.150% | 5/15/45 | 4,536 | 3,660 | ||
RTX Corp. | 3.750% | 11/1/46 | 7,023 | 5,271 | ||
RTX Corp. | 4.350% | 4/15/47 | 5,458 | 4,498 | ||
RTX Corp. | 4.050% | 5/4/47 | 2,760 | 2,169 | ||
RTX Corp. | 4.625% | 11/16/48 | 4,050 | 3,478 | ||
RTX Corp. | 3.125% | 7/1/50 | 4,456 | 2,925 | ||
RTX Corp. | 2.820% | 9/1/51 | 4,793 | 2,917 | ||
RTX Corp. | 3.030% | 3/15/52 | 4,971 | 3,164 | ||
RTX Corp. | 5.375% | 2/27/53 | 5,813 | 5,517 | ||
RTX Corp. | 6.400% | 3/15/54 | 6,320 | 6,893 | ||
Trane Technologies Financing Ltd. | 4.650% | 11/1/44 | 1,186 | 1,050 | ||
Trane Technologies Financing Ltd. | 4.500% | 3/21/49 | 1,767 | 1,498 | ||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 2,263 | 2,293 | ||
Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | 1,464 | 1,207 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 1,563 | 1,781 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 1,161 | 990 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 3,961 | 3,168 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 4,915 | 4,118 | ||
1 | Union Pacific Corp. | 3.550% | 8/15/39 | 1,666 | 1,351 | |
Union Pacific Corp. | 3.200% | 5/20/41 | 3,686 | 2,800 | ||
Union Pacific Corp. | 3.375% | 2/14/42 | 1,144 | 881 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 1,529 | 1,232 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 944 | 678 | ||
Union Pacific Corp. | 4.000% | 4/15/47 | 1,996 | 1,593 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Union Pacific Corp. | 4.300% | 3/1/49 | 772 | 639 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 8,754 | 6,097 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 7,483 | 5,719 | ||
Union Pacific Corp. | 2.950% | 3/10/52 | 3,122 | 2,008 | ||
Union Pacific Corp. | 4.950% | 9/9/52 | 2,514 | 2,328 | ||
Union Pacific Corp. | 3.500% | 2/14/53 | 8,485 | 6,088 | ||
Union Pacific Corp. | 4.950% | 5/15/53 | 2,616 | 2,432 | ||
Union Pacific Corp. | 3.875% | 2/1/55 | 1,480 | 1,122 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 1,142 | 858 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 10,615 | 7,779 | ||
Union Pacific Corp. | 3.550% | 5/20/61 | 2,851 | 1,950 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 4,759 | 2,823 | ||
Union Pacific Corp. | 5.150% | 1/20/63 | 1,776 | 1,642 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 2,850 | 2,147 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 3,235 | 2,268 | ||
Union Pacific Corp. | 3.799% | 4/6/71 | 5,732 | 4,044 | ||
Union Pacific Corp. | 3.850% | 2/14/72 | 1,511 | 1,081 | ||
1 | United Airlines Pass-Through Trust Class A Series 2023-1 | 5.800% | 1/15/36 | 4,770 | 4,785 | |
United Parcel Service Inc. | 6.200% | 1/15/38 | 5,673 | 6,153 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 2,311 | 2,263 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 2,101 | 1,968 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 1,931 | 1,525 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 710 | 528 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 6,070 | 4,657 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 3,419 | 2,827 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 3,369 | 2,414 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 4,952 | 4,793 | ||
United Parcel Service Inc. | 5.050% | 3/3/53 | 3,115 | 2,906 | ||
United Parcel Service Inc. | 5.500% | 5/22/54 | 4,775 | 4,731 | ||
United Parcel Service Inc. | 5.600% | 5/22/64 | 2,600 | 2,574 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 1,866 | 1,637 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 1,008 | 877 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 2,341 | 1,540 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 4,820 | 3,076 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 2,158 | 1,562 | ||
Waste Management Inc. | 4.100% | 3/1/45 | 1,880 | 1,576 | ||
Waste Management Inc. | 4.150% | 7/15/49 | 2,086 | 1,713 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 2,958 | 1,757 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 4,109 | 3,675 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 1,799 | 1,397 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 1,845 | 1,534 | ||
Xylem Inc. | 4.375% | 11/1/46 | 1,158 | 968 | ||
838,195 | ||||||
Materials (3.4%) | ||||||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 3,471 | 2,474 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 4,839 | 3,093 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 1,700 | 1,536 | ||
Albemarle Corp. | 5.650% | 6/1/52 | 2,020 | 1,841 | ||
ArcelorMittal SA | 7.000% | 10/15/39 | 3,567 | 3,859 | ||
ArcelorMittal SA | 6.750% | 3/1/41 | 1,965 | 2,029 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 1,347 | 1,435 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 4,097 | 4,084 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 3,715 | 3,727 | ||
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 3,909 | 3,945 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 3,642 | 3,080 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 10,398 | 9,683 | ||
BHP Billiton Finance USA Ltd. | 5.500% | 9/8/53 | 2,297 | 2,267 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 2,038 | 1,765 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 3,687 | 3,245 | ||
CF Industries Inc. | 5.375% | 3/15/44 | 3,231 | 2,977 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 2,229 | 2,040 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 2,136 | 2,830 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 3,271 | 3,064 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 5,501 | 4,594 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 1,525 | 1,307 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 3,140 | 3,003 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 2,781 | 2,378 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 6,690 | 4,710 | ||
Dow Chemical Co. | 6.900% | 5/15/53 | 6,310 | 7,083 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Dow Chemical Co. | 5.600% | 2/15/54 | 1,100 | 1,062 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 6,185 | 6,229 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 9,176 | 9,250 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 2,721 | 2,365 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 3,958 | 3,326 | ||
Ecolab Inc. | 2.125% | 8/15/50 | 2,242 | 1,244 | ||
Ecolab Inc. | 2.700% | 12/15/51 | 5,392 | 3,341 | ||
Ecolab Inc. | 2.750% | 8/18/55 | 3,073 | 1,855 | ||
FMC Corp. | 4.500% | 10/1/49 | 1,078 | 831 | ||
FMC Corp. | 6.375% | 5/18/53 | 3,141 | 3,133 | ||
Freeport-McMoRan Inc. | 5.400% | 11/14/34 | 2,871 | 2,810 | ||
Freeport-McMoRan Inc. | 5.450% | 3/15/43 | 8,721 | 8,226 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 1,840 | 1,413 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 3,860 | 3,280 | ||
International Paper Co. | 5.000% | 9/15/35 | 1,344 | 1,272 | ||
International Paper Co. | 6.000% | 11/15/41 | 3,656 | 3,603 | ||
International Paper Co. | 4.800% | 6/15/44 | 2,721 | 2,370 | ||
International Paper Co. | 5.150% | 5/15/46 | 2,114 | 1,896 | ||
International Paper Co. | 4.400% | 8/15/47 | 1,966 | 1,596 | ||
International Paper Co. | 4.350% | 8/15/48 | 4,525 | 3,662 | ||
Lafarge SA | 7.125% | 7/15/36 | 2,064 | 2,255 | ||
Linde Inc. | 3.550% | 11/7/42 | 2,168 | 1,720 | ||
Linde Inc. | 2.000% | 8/10/50 | 1,642 | 882 | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 2,409 | 2,680 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 2,994 | 2,739 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 4,321 | 3,765 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 5,731 | 4,219 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 4,343 | 3,328 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 5,132 | 3,937 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 4,249 | 2,946 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 1,651 | 1,120 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 4,401 | 3,563 | ||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 3,068 | 2,499 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 3,853 | 2,598 | ||
Mosaic Co. | 4.875% | 11/15/41 | 1,394 | 1,220 | ||
Mosaic Co. | 5.625% | 11/15/43 | 3,819 | 3,627 | ||
1 | Newmont Corp. | 5.875% | 4/1/35 | 2,827 | 2,901 | |
Newmont Corp. | 6.250% | 10/1/39 | 5,304 | 5,612 | ||
Newmont Corp. | 4.875% | 3/15/42 | 9,430 | 8,628 | ||
Newmont Corp. | 5.450% | 6/9/44 | 1,723 | 1,671 | ||
Nucor Corp. | 6.400% | 12/1/37 | 3,491 | 3,769 | ||
Nucor Corp. | 5.200% | 8/1/43 | 1,601 | 1,535 | ||
Nucor Corp. | 2.979% | 12/15/55 | 4,659 | 2,855 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 1,946 | 1,730 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 951 | 971 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 2,254 | 2,182 | ||
Nutrien Ltd. | 6.125% | 1/15/41 | 1,800 | 1,842 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 3,010 | 2,675 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 1,562 | 1,440 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 2,918 | 2,584 | ||
Nutrien Ltd. | 3.950% | 5/13/50 | 2,432 | 1,829 | ||
Nutrien Ltd. | 5.800% | 3/27/53 | 4,870 | 4,839 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 1,591 | 1,239 | ||
Packaging Corp. of America | 3.050% | 10/1/51 | 3,065 | 2,001 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 982 | 1,019 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 4,940 | 4,807 | ||
Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | 4,330 | 2,680 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 2,313 | 2,134 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 3,977 | 3,350 | ||
Rio Tinto Finance USA plc | 5.125% | 3/9/53 | 5,632 | 5,285 | ||
RPM International Inc. | 5.250% | 6/1/45 | 1,640 | 1,504 | ||
RPM International Inc. | 4.250% | 1/15/48 | 1,355 | 1,116 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 992 | 795 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 942 | 799 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 6,647 | 5,636 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 1,397 | 1,051 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 960 | 658 | ||
Sherwin-Williams Co. | 2.900% | 3/15/52 | 2,026 | 1,266 | ||
2 | Smurfit Kappa Treasury ULC | 5.777% | 4/3/54 | 4,370 | 4,299 | |
Sonoco Products Co. | 5.750% | 11/1/40 | 2,438 | 2,406 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Southern Copper Corp. | 7.500% | 7/27/35 | 4,479 | 5,179 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 7,290 | 7,967 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 5,666 | 5,262 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 6,317 | 6,272 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 1,603 | 1,047 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 1,530 | 1,556 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 1,883 | 1,866 | ||
Teck Resources Ltd. | 5.200% | 3/1/42 | 1,830 | 1,632 | ||
Teck Resources Ltd. | 5.400% | 2/1/43 | 1,691 | 1,541 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 5,995 | 6,350 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 4,723 | 5,022 | ||
Vale SA | 5.625% | 9/11/42 | 2,135 | 2,057 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 2,715 | 2,284 | ||
Vulcan Materials Co. | 4.700% | 3/1/48 | 2,970 | 2,578 | ||
Westlake Corp. | 2.875% | 8/15/41 | 2,760 | 1,860 | ||
Westlake Corp. | 5.000% | 8/15/46 | 2,831 | 2,499 | ||
Westlake Corp. | 4.375% | 11/15/47 | 1,503 | 1,211 | ||
Westlake Corp. | 3.125% | 8/15/51 | 2,988 | 1,890 | ||
Westlake Corp. | 3.375% | 8/15/61 | 2,905 | 1,756 | ||
336,848 | ||||||
Real Estate (1.5%) | ||||||
Agree LP | 5.625% | 6/15/34 | 2,000 | 1,968 | ||
Alexandria Real Estate Equities Inc. | 4.750% | 4/15/35 | 2,901 | 2,692 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 1,107 | 937 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 3,034 | 2,238 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 3,958 | 2,390 | ||
Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 4,805 | 3,229 | ||
Alexandria Real Estate Equities Inc. | 5.150% | 4/15/53 | 2,360 | 2,081 | ||
Alexandria Real Estate Equities Inc. | 5.625% | 5/15/54 | 2,230 | 2,105 | ||
American Homes 4 Rent LP | 3.375% | 7/15/51 | 1,445 | 934 | ||
American Homes 4 Rent LP | 4.300% | 4/15/52 | 1,651 | 1,266 | ||
American Tower Corp. | 3.700% | 10/15/49 | 1,999 | 1,444 | ||
American Tower Corp. | 3.100% | 6/15/50 | 5,267 | 3,377 | ||
American Tower Corp. | 2.950% | 1/15/51 | 4,501 | 2,791 | ||
AvalonBay Communities Inc. | 5.350% | 6/1/34 | 1,700 | 1,687 | ||
1 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 1,590 | 1,240 | |
1 | AvalonBay Communities Inc. | 4.150% | 7/1/47 | 944 | 761 | |
1 | AvalonBay Communities Inc. | 4.350% | 4/15/48 | 1,565 | 1,282 | |
Brixmor Operating Partnership LP | 5.750% | 2/15/35 | 1,810 | 1,793 | ||
Camden Property Trust | 3.350% | 11/1/49 | 1,373 | 952 | ||
CBRE Services Inc. | 5.950% | 8/15/34 | 3,841 | 3,873 | ||
Crown Castle Inc. | 2.900% | 4/1/41 | 5,573 | 3,853 | ||
Crown Castle Inc. | 4.750% | 5/15/47 | 1,179 | 999 | ||
Crown Castle Inc. | 5.200% | 2/15/49 | 1,522 | 1,378 | ||
Crown Castle Inc. | 4.000% | 11/15/49 | 989 | 749 | ||
Crown Castle Inc. | 4.150% | 7/1/50 | 1,878 | 1,457 | ||
Crown Castle Inc. | 3.250% | 1/15/51 | 5,873 | 3,874 | ||
Equinix Inc. | 3.000% | 7/15/50 | 2,645 | 1,668 | ||
Equinix Inc. | 2.950% | 9/15/51 | 2,015 | 1,240 | ||
Equinix Inc. | 3.400% | 2/15/52 | 2,054 | 1,393 | ||
ERP Operating LP | 4.500% | 7/1/44 | 4,174 | 3,510 | ||
ERP Operating LP | 4.500% | 6/1/45 | 904 | 757 | ||
ERP Operating LP | 4.000% | 8/1/47 | 837 | 642 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 1,243 | 1,025 | ||
Essex Portfolio LP | 2.650% | 9/1/50 | 1,401 | 788 | ||
Federal Realty OP LP | 4.500% | 12/1/44 | 2,732 | 2,229 | ||
Healthpeak OP LLC | 6.750% | 2/1/41 | 1,281 | 1,399 | ||
Host Hotels & Resorts LP | 5.700% | 7/1/34 | 2,700 | 2,646 | ||
Kilroy Realty LP | 2.650% | 11/15/33 | 1,496 | 1,094 | ||
Kimco Realty OP LLC | 6.400% | 3/1/34 | 1,655 | 1,744 | ||
Kimco Realty OP LLC | 4.250% | 4/1/45 | 821 | 651 | ||
Kimco Realty OP LLC | 4.125% | 12/1/46 | 1,018 | 770 | ||
Kimco Realty OP LLC | 4.450% | 9/1/47 | 1,358 | 1,072 | ||
Kimco Realty OP LLC | 3.700% | 10/1/49 | 992 | 706 | ||
Mid-America Apartments LP | 2.875% | 9/15/51 | 2,033 | 1,253 | ||
NNN REIT Inc. | 5.500% | 6/15/34 | 2,260 | 2,230 | ||
NNN REIT Inc. | 4.800% | 10/15/48 | 1,176 | 993 | ||
NNN REIT Inc. | 3.100% | 4/15/50 | 1,242 | 784 | ||
NNN REIT Inc. | 3.000% | 4/15/52 | 3,101 | 1,919 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Prologis LP | 4.375% | 9/15/48 | 1,452 | 1,209 | ||
Prologis LP | 3.050% | 3/1/50 | 2,434 | 1,591 | ||
Prologis LP | 3.000% | 4/15/50 | 5,168 | 3,360 | ||
Prologis LP | 2.125% | 10/15/50 | 3,106 | 1,661 | ||
Prologis LP | 5.250% | 6/15/53 | 3,939 | 3,714 | ||
Prologis LP | 5.250% | 3/15/54 | 3,040 | 2,848 | ||
Public Storage Operating Co. | 5.350% | 8/1/53 | 3,242 | 3,125 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 2,792 | 2,411 | ||
Regency Centers LP | 4.400% | 2/1/47 | 1,655 | 1,346 | ||
Regency Centers LP | 4.650% | 3/15/49 | 1,473 | 1,226 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 3,769 | 4,109 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 1,891 | 1,670 | ||
Simon Property Group LP | 4.250% | 10/1/44 | 828 | 672 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 815 | 662 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 7,829 | 5,259 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 3,793 | 2,796 | ||
Simon Property Group LP | 5.850% | 3/8/53 | 2,929 | 2,908 | ||
Simon Property Group LP | 6.650% | 1/15/54 | 1,603 | 1,766 | ||
UDR Inc. | 3.100% | 11/1/34 | 2,047 | 1,640 | ||
Ventas Realty LP | 5.625% | 7/1/34 | 2,100 | 2,069 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 4,129 | 3,937 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 1,242 | 986 | ||
VICI Properties LP | 5.625% | 5/15/52 | 4,398 | 3,945 | ||
VICI Properties LP | 6.125% | 4/1/54 | 1,795 | 1,723 | ||
Welltower OP LLC | 6.500% | 3/15/41 | 1,743 | 1,878 | ||
Welltower OP LLC | 4.950% | 9/1/48 | 2,155 | 1,935 | ||
Weyerhaeuser Co. | 4.000% | 3/9/52 | 2,965 | 2,261 | ||
144,570 | ||||||
Technology (8.7%) | ||||||
Advanced Micro Devices Inc. | 4.393% | 6/1/52 | 2,372 | 2,012 | ||
Analog Devices Inc. | 2.800% | 10/1/41 | 3,757 | 2,649 | ||
Analog Devices Inc. | 5.300% | 12/15/45 | 1,223 | 1,185 | ||
Analog Devices Inc. | 2.950% | 10/1/51 | 6,302 | 4,104 | ||
Apple Inc. | 4.500% | 2/23/36 | 6,034 | 5,868 | ||
Apple Inc. | 2.375% | 2/8/41 | 11,618 | 7,993 | ||
Apple Inc. | 3.850% | 5/4/43 | 13,794 | 11,548 | ||
Apple Inc. | 4.450% | 5/6/44 | 3,309 | 3,041 | ||
Apple Inc. | 3.450% | 2/9/45 | 10,468 | 8,132 | ||
Apple Inc. | 4.375% | 5/13/45 | 8,914 | 7,918 | ||
Apple Inc. | 4.650% | 2/23/46 | 15,836 | 14,603 | ||
Apple Inc. | 3.850% | 8/4/46 | 9,001 | 7,315 | ||
Apple Inc. | 4.250% | 2/9/47 | 4,479 | 3,934 | ||
Apple Inc. | 3.750% | 9/12/47 | 4,218 | 3,348 | ||
Apple Inc. | 3.750% | 11/13/47 | 4,551 | 3,616 | ||
Apple Inc. | 2.950% | 9/11/49 | 7,939 | 5,370 | ||
Apple Inc. | 2.650% | 5/11/50 | 10,593 | 6,698 | ||
Apple Inc. | 2.400% | 8/20/50 | 6,743 | 4,067 | ||
Apple Inc. | 2.650% | 2/8/51 | 8,576 | 5,390 | ||
Apple Inc. | 2.700% | 8/5/51 | 8,334 | 5,262 | ||
Apple Inc. | 3.950% | 8/8/52 | 9,820 | 7,911 | ||
Apple Inc. | 4.850% | 5/10/53 | 1,567 | 1,498 | ||
Apple Inc. | 2.550% | 8/20/60 | 6,812 | 4,074 | ||
Apple Inc. | 2.800% | 2/8/61 | 9,043 | 5,497 | ||
Apple Inc. | 2.850% | 8/5/61 | 8,279 | 5,058 | ||
Apple Inc. | 4.100% | 8/8/62 | 7,998 | 6,417 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 2,910 | 2,932 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 2,416 | 2,548 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 4,093 | 3,577 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 3,272 | 2,134 | ||
2 | Broadcom Inc. | 3.137% | 11/15/35 | 15,839 | 12,576 | |
2 | Broadcom Inc. | 3.187% | 11/15/36 | 11,447 | 8,974 | |
2 | Broadcom Inc. | 4.926% | 5/15/37 | 11,533 | 10,732 | |
2 | Broadcom Inc. | 3.500% | 2/15/41 | 14,222 | 10,828 | |
2 | Broadcom Inc. | 3.750% | 2/15/51 | 12,311 | 9,055 | |
Cisco Systems Inc. | 5.900% | 2/15/39 | 7,960 | 8,443 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 8,652 | 8,782 | ||
Cisco Systems Inc. | 5.300% | 2/26/54 | 8,527 | 8,362 | ||
Cisco Systems Inc. | 5.350% | 2/26/64 | 5,165 | 5,019 | ||
Corning Inc. | 4.700% | 3/15/37 | 1,075 | 981 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Corning Inc. | 5.750% | 8/15/40 | 2,103 | 2,073 | ||
Corning Inc. | 4.750% | 3/15/42 | 2,350 | 2,076 | ||
Corning Inc. | 5.350% | 11/15/48 | 2,257 | 2,107 | ||
Corning Inc. | 3.900% | 11/15/49 | 1,839 | 1,387 | ||
Corning Inc. | 4.375% | 11/15/57 | 3,486 | 2,714 | ||
Corning Inc. | 5.850% | 11/15/68 | 1,232 | 1,204 | ||
Corning Inc. | 5.450% | 11/15/79 | 3,037 | 2,785 | ||
Dell Inc. | 6.500% | 4/15/38 | 962 | 1,018 | ||
Dell International LLC | 8.100% | 7/15/36 | 4,673 | 5,578 | ||
Dell International LLC | 3.375% | 12/15/41 | 3,361 | 2,461 | ||
Dell International LLC | 8.350% | 7/15/46 | 1,665 | 2,131 | ||
Dell International LLC | 3.450% | 12/15/51 | 7,005 | 4,763 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 3,368 | 2,403 | ||
Fidelity National Information Services Inc. | 4.500% | 8/15/46 | 464 | 381 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 10,229 | 8,330 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 3,319 | 3,504 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 6,172 | 6,544 | ||
HP Inc. | 6.000% | 9/15/41 | 5,974 | 6,108 | ||
IBM International Capital Pte. Ltd. | 5.250% | 2/5/44 | 5,575 | 5,253 | ||
IBM International Capital Pte. Ltd. | 5.300% | 2/5/54 | 7,845 | 7,319 | ||
Intel Corp. | 4.600% | 3/25/40 | 2,689 | 2,425 | ||
Intel Corp. | 2.800% | 8/12/41 | 4,180 | 2,889 | ||
Intel Corp. | 4.800% | 10/1/41 | 3,443 | 3,121 | ||
Intel Corp. | 4.250% | 12/15/42 | 2,792 | 2,318 | ||
Intel Corp. | 5.625% | 2/10/43 | 4,046 | 4,022 | ||
Intel Corp. | 4.900% | 7/29/45 | 2,938 | 2,697 | ||
Intel Corp. | 4.100% | 5/19/46 | 4,163 | 3,346 | ||
Intel Corp. | 4.100% | 5/11/47 | 4,818 | 3,843 | ||
Intel Corp. | 3.734% | 12/8/47 | 9,078 | 6,700 | ||
Intel Corp. | 3.250% | 11/15/49 | 9,000 | 5,984 | ||
Intel Corp. | 4.750% | 3/25/50 | 9,731 | 8,347 | ||
Intel Corp. | 3.050% | 8/12/51 | 5,409 | 3,410 | ||
Intel Corp. | 4.900% | 8/5/52 | 12,865 | 11,316 | ||
Intel Corp. | 5.700% | 2/10/53 | 10,284 | 10,061 | ||
Intel Corp. | 3.100% | 2/15/60 | 6,645 | 4,002 | ||
Intel Corp. | 4.950% | 3/25/60 | 3,490 | 3,044 | ||
Intel Corp. | 3.200% | 8/12/61 | 3,188 | 1,948 | ||
Intel Corp. | 5.050% | 8/5/62 | 4,710 | 4,151 | ||
Intel Corp. | 5.900% | 2/10/63 | 5,630 | 5,599 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 12,531 | 10,708 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 1,925 | 1,950 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 1,236 | 880 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 5,834 | 4,735 | ||
International Business Machines Corp. | 4.700% | 2/19/46 | 1,751 | 1,551 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 12,598 | 10,173 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 3,500 | 2,220 | ||
International Business Machines Corp. | 3.430% | 2/9/52 | 2,743 | 1,886 | ||
International Business Machines Corp. | 4.900% | 7/27/52 | 1,359 | 1,211 | ||
International Business Machines Corp. | 5.100% | 2/6/53 | 2,170 | 2,002 | ||
International Business Machines Corp. | 7.125% | 12/1/96 | 850 | 1,050 | ||
Intuit Inc. | 5.500% | 9/15/53 | 5,665 | 5,650 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 1,928 | 1,931 | ||
KLA Corp. | 5.000% | 3/15/49 | 1,600 | 1,487 | ||
KLA Corp. | 3.300% | 3/1/50 | 4,594 | 3,221 | ||
KLA Corp. | 4.950% | 7/15/52 | 7,111 | 6,593 | ||
KLA Corp. | 5.250% | 7/15/62 | 2,219 | 2,114 | ||
Kyndryl Holdings Inc. | 4.100% | 10/15/41 | 2,629 | 2,019 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 3,504 | 3,209 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 3,954 | 2,582 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 2,260 | 1,433 | ||
Micron Technology Inc. | 3.366% | 11/1/41 | 2,304 | 1,688 | ||
Micron Technology Inc. | 3.477% | 11/1/51 | 2,732 | 1,880 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 6,317 | 5,673 | ||
Microsoft Corp. | 4.200% | 11/3/35 | 3,429 | 3,263 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 7,730 | 6,696 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 3,252 | 3,019 | ||
Microsoft Corp. | 5.200% | 6/1/39 | 2,909 | 3,021 | ||
Microsoft Corp. | 4.500% | 10/1/40 | 2,488 | 2,408 | ||
Microsoft Corp. | 5.300% | 2/8/41 | 2,908 | 3,079 | ||
Microsoft Corp. | 3.500% | 11/15/42 | 4,619 | 3,789 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Microsoft Corp. | 3.750% | 2/12/45 | 2,197 | 1,844 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 6,578 | 5,361 | ||
Microsoft Corp. | 4.250% | 2/6/47 | 969 | 875 | ||
2 | Microsoft Corp. | 4.500% | 6/15/47 | 11,916 | 10,930 | |
Microsoft Corp. | 2.525% | 6/1/50 | 29,054 | 18,234 | ||
2 | Microsoft Corp. | 2.500% | 9/15/50 | 9,864 | 6,110 | |
Microsoft Corp. | 2.921% | 3/17/52 | 22,452 | 15,124 | ||
Microsoft Corp. | 4.000% | 2/12/55 | 2,353 | 1,962 | ||
Microsoft Corp. | 3.950% | 8/8/56 | 1,805 | 1,465 | ||
Microsoft Corp. | 4.500% | 2/6/57 | 3,024 | 2,758 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 17,214 | 10,409 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 9,109 | 5,952 | ||
Moody's Corp. | 2.750% | 8/19/41 | 2,668 | 1,838 | ||
Moody's Corp. | 5.250% | 7/15/44 | 2,580 | 2,462 | ||
Moody's Corp. | 4.875% | 12/17/48 | 1,156 | 1,040 | ||
Moody's Corp. | 3.250% | 5/20/50 | 910 | 620 | ||
Moody's Corp. | 3.750% | 2/25/52 | 3,573 | 2,670 | ||
Moody's Corp. | 3.100% | 11/29/61 | 2,414 | 1,476 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 1,849 | 1,789 | ||
Nokia OYJ | 6.625% | 5/15/39 | 2,173 | 2,104 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 4,355 | 3,598 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 8,695 | 6,647 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 2,239 | 1,685 | ||
NXP BV | 3.250% | 5/11/41 | 5,135 | 3,745 | ||
NXP BV | 3.125% | 2/15/42 | 2,195 | 1,547 | ||
NXP BV | 3.250% | 11/30/51 | 2,189 | 1,440 | ||
Oracle Corp. | 4.300% | 7/8/34 | 7,886 | 7,144 | ||
Oracle Corp. | 3.900% | 5/15/35 | 3,249 | 2,812 | ||
Oracle Corp. | 3.850% | 7/15/36 | 7,574 | 6,365 | ||
Oracle Corp. | 3.800% | 11/15/37 | 9,546 | 7,841 | ||
Oracle Corp. | 6.500% | 4/15/38 | 8,892 | 9,488 | ||
Oracle Corp. | 6.125% | 7/8/39 | 5,361 | 5,528 | ||
Oracle Corp. | 3.600% | 4/1/40 | 11,762 | 9,060 | ||
Oracle Corp. | 5.375% | 7/15/40 | 12,312 | 11,698 | ||
Oracle Corp. | 3.650% | 3/25/41 | 11,117 | 8,515 | ||
Oracle Corp. | 4.500% | 7/8/44 | 5,948 | 4,961 | ||
Oracle Corp. | 4.125% | 5/15/45 | 9,275 | 7,281 | ||
Oracle Corp. | 4.000% | 7/15/46 | 15,488 | 11,841 | ||
Oracle Corp. | 4.000% | 11/15/47 | 7,060 | 5,356 | ||
Oracle Corp. | 3.600% | 4/1/50 | 20,184 | 14,048 | ||
Oracle Corp. | 3.950% | 3/25/51 | 15,508 | 11,417 | ||
Oracle Corp. | 6.900% | 11/9/52 | 7,705 | 8,610 | ||
Oracle Corp. | 5.550% | 2/6/53 | 9,017 | 8,511 | ||
Oracle Corp. | 4.375% | 5/15/55 | 5,144 | 3,989 | ||
Oracle Corp. | 3.850% | 4/1/60 | 14,621 | 10,024 | ||
Oracle Corp. | 4.100% | 3/25/61 | 7,953 | 5,710 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 4,328 | 4,191 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 6,983 | 6,457 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 6,973 | 5,964 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 3,662 | 2,597 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 4,750 | 4,089 | ||
QUALCOMM Inc. | 6.000% | 5/20/53 | 5,238 | 5,636 | ||
Quanta Services Inc. | 3.050% | 10/1/41 | 3,423 | 2,404 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 1,851 | 1,300 | ||
S&P Global Inc. | 3.700% | 3/1/52 | 4,215 | 3,183 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 2,971 | 1,529 | ||
S&P Global Inc. | 3.900% | 3/1/62 | 2,253 | 1,675 | ||
Salesforce Inc. | 2.700% | 7/15/41 | 5,024 | 3,505 | ||
Salesforce Inc. | 2.900% | 7/15/51 | 8,286 | 5,308 | ||
Salesforce Inc. | 3.050% | 7/15/61 | 4,780 | 2,949 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 3,211 | 2,801 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 6,549 | 5,416 | ||
Texas Instruments Inc. | 2.700% | 9/15/51 | 1,415 | 881 | ||
Texas Instruments Inc. | 4.100% | 8/16/52 | 1,215 | 993 | ||
Texas Instruments Inc. | 5.000% | 3/14/53 | 3,709 | 3,462 | ||
Texas Instruments Inc. | 5.150% | 2/8/54 | 3,735 | 3,562 | ||
Texas Instruments Inc. | 5.050% | 5/18/63 | 9,395 | 8,753 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 4,957 | 3,839 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 4,324 | 3,170 | ||
TSMC Arizona Corp. | 4.500% | 4/22/52 | 4,348 | 4,051 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 2,944 | 2,079 | ||
Workday Inc. | 3.800% | 4/1/32 | 50 | 45 | ||
865,657 | ||||||
Utilities (12.7%) | ||||||
AEP Texas Inc. | 3.800% | 10/1/47 | 2,250 | 1,600 | ||
1 | AEP Texas Inc. | 4.150% | 5/1/49 | 1,141 | 858 | |
1 | AEP Texas Inc. | 3.450% | 1/15/50 | 1,479 | 984 | |
AEP Texas Inc. | 3.450% | 5/15/51 | 3,457 | 2,269 | ||
AEP Texas Inc. | 5.250% | 5/15/52 | 2,247 | 2,019 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 2,237 | 1,775 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 3,418 | 2,552 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 1,886 | 1,516 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 2,046 | 1,516 | ||
1 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 2,614 | 1,899 | |
1 | AEP Transmission Co. LLC | 2.750% | 8/15/51 | 1,862 | 1,117 | |
1 | AEP Transmission Co. LLC | 4.500% | 6/15/52 | 1,943 | 1,618 | |
AEP Transmission Co. LLC | 5.400% | 3/15/53 | 3,280 | 3,141 | ||
Alabama Power Co. | 6.125% | 5/15/38 | 1,175 | 1,218 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 1,329 | 1,372 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 1,208 | 966 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 2,703 | 2,221 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 4,710 | 3,638 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 1,187 | 991 | ||
1 | Alabama Power Co. | 3.700% | 12/1/47 | 2,098 | 1,584 | |
1 | Alabama Power Co. | 4.300% | 7/15/48 | 3,628 | 2,975 | |
Alabama Power Co. | 3.450% | 10/1/49 | 2,378 | 1,692 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 1,299 | 861 | ||
Alabama Power Co. | 3.000% | 3/15/52 | 1,525 | 988 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 1,426 | 1,169 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 4,326 | 3,276 | ||
Ameren Illinois Co. | 4.500% | 3/15/49 | 1,931 | 1,659 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 1,964 | 1,336 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 1,676 | 1,052 | ||
Ameren Illinois Co. | 5.900% | 12/1/52 | 1,377 | 1,422 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 1,962 | 1,288 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 3,037 | 3,342 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 1,289 | 1,099 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 1,054 | 889 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 472 | 375 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 4,296 | 3,255 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 2,988 | 2,435 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 1,822 | 1,465 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 2,487 | 1,755 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 2,146 | 1,472 | ||
American Water Capital Corp. | 5.450% | 3/1/54 | 2,640 | 2,548 | ||
Appalachian Power Co. | 7.000% | 4/1/38 | 2,669 | 2,910 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 1,079 | 863 | ||
Appalachian Power Co. | 4.450% | 6/1/45 | 1,412 | 1,133 | ||
1 | Appalachian Power Co. | 4.500% | 3/1/49 | 2,089 | 1,655 | |
1 | Appalachian Power Co. | 3.700% | 5/1/50 | 3,574 | 2,465 | |
Arizona Public Service Co. | 5.700% | 8/15/34 | 1,500 | 1,499 | ||
Arizona Public Service Co. | 5.050% | 9/1/41 | 982 | 894 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 901 | 760 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 1,871 | 1,520 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 902 | 662 | ||
Arizona Public Service Co. | 4.200% | 8/15/48 | 1,401 | 1,086 | ||
Arizona Public Service Co. | 4.250% | 3/1/49 | 1,347 | 1,047 | ||
Arizona Public Service Co. | 3.500% | 12/1/49 | 1,093 | 739 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 2,533 | 1,690 | ||
Arizona Public Service Co. | 2.650% | 9/15/50 | 1,600 | 925 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 1,578 | 1,576 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 2,183 | 1,835 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 3,510 | 2,916 | ||
Atmos Energy Corp. | 4.300% | 10/1/48 | 2,495 | 2,065 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 2,062 | 1,639 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 2,272 | 1,587 | ||
Atmos Energy Corp. | 2.850% | 2/15/52 | 2,282 | 1,416 | ||
Atmos Energy Corp. | 5.750% | 10/15/52 | 1,846 | 1,880 | ||
Atmos Energy Corp. | 6.200% | 11/15/53 | 2,467 | 2,667 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Avista Corp. | 4.350% | 6/1/48 | 1,831 | 1,486 | ||
Avista Corp. | 4.000% | 4/1/52 | 1,800 | 1,343 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 1,675 | 1,774 | ||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 998 | 730 | ||
1 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 916 | 685 | |
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 817 | 661 | ||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 1,904 | 1,267 | ||
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 1,282 | 799 | ||
Baltimore Gas & Electric Co. | 4.550% | 6/1/52 | 2,077 | 1,747 | ||
Baltimore Gas & Electric Co. | 5.400% | 6/1/53 | 2,816 | 2,699 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 11,876 | 12,394 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 1,499 | 1,538 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 3,616 | 3,400 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 3,571 | 3,097 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 4,013 | 2,947 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 1,543 | 1,262 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 5,883 | 4,596 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 5,572 | 3,401 | ||
Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | 3,722 | 3,080 | ||
Black Hills Corp. | 6.000% | 1/15/35 | 2,300 | 2,302 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 1,341 | 1,020 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 1,508 | 1,066 | ||
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 1,246 | 956 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 2,964 | 2,576 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 1,992 | 1,558 | ||
1 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 2,002 | 1,637 | |
1 | CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 1,607 | 1,024 | |
1 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 3,734 | 2,596 | |
1 | CenterPoint Energy Houston Electric LLC | 4.850% | 10/1/52 | 2,270 | 2,017 | |
CenterPoint Energy Houston Electric LLC | 5.300% | 4/1/53 | 1,786 | 1,724 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 1,322 | 942 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 1,388 | 1,409 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 2,618 | 2,073 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 1,516 | 1,242 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 1,936 | 1,930 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 2,706 | 2,441 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 3,113 | 3,222 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 1,312 | 1,406 | ||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 2,210 | 1,746 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 1,496 | 1,307 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 1,081 | 961 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 1,712 | 1,310 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 1,918 | 1,600 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 2,930 | 2,184 | ||
1 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 2,742 | 2,066 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 5,621 | 4,371 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 1,896 | 1,463 | ||
1 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 1,516 | 1,007 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 2,388 | 1,530 | ||
1 | Commonwealth Edison Co. | 3.125% | 3/15/51 | 4,728 | 3,080 | |
1 | Commonwealth Edison Co. | 2.750% | 9/1/51 | 1,777 | 1,064 | |
1 | Commonwealth Edison Co. | 3.850% | 3/15/52 | 4,396 | 3,276 | |
Commonwealth Edison Co. | 5.300% | 2/1/53 | 3,670 | 3,461 | ||
Commonwealth Edison Co. | 5.650% | 6/1/54 | 1,450 | 1,441 | ||
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 2,061 | 1,741 | ||
1 | Connecticut Light & Power Co. | 4.150% | 6/1/45 | 1,542 | 1,276 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 4,391 | 3,485 | ||
Connecticut Light & Power Co. | 5.250% | 1/15/53 | 2,922 | 2,787 | ||
1 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 892 | 884 | |
1 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 1,817 | 1,860 | |
1 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,044 | 1,100 | |
1 | Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 1,635 | 1,730 | |
1 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 1,354 | 1,499 | |
1 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 2,208 | 2,170 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 966 | 964 | ||
1 | Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 1,611 | 1,340 | |
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 3,202 | 2,556 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 6,218 | 5,312 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 2,761 | 2,344 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 1,319 | 1,015 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 1,305 | 1,009 | |
1 | Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 2,422 | 2,064 | |
1 | Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 1,119 | 880 | |
1 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 7,825 | 6,101 | |
Consolidated Edison Co. of New York Inc. | 3.200% | 12/1/51 | 2,589 | 1,712 | ||
Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | 6,466 | 6,860 | ||
Consolidated Edison Co. of New York Inc. | 5.900% | 11/15/53 | 4,671 | 4,798 | ||
Consolidated Edison Co. of New York Inc. | 5.700% | 5/15/54 | 4,750 | 4,720 | ||
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 2,719 | 2,306 | ||
1 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 1,776 | 1,403 | |
1 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 1,337 | 997 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 3,287 | 2,675 | ||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 2,431 | 1,676 | ||
1 | Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | 2,926 | 1,727 | |
Consolidated Edison Co. of New York Inc. | 3.600% | 6/15/61 | 2,217 | 1,525 | ||
Constellation Energy Generation LLC | 6.250% | 10/1/39 | 2,850 | 2,948 | ||
Constellation Energy Generation LLC | 5.750% | 10/1/41 | 970 | 947 | ||
Constellation Energy Generation LLC | 5.600% | 6/15/42 | 3,930 | 3,781 | ||
Constellation Energy Generation LLC | 6.500% | 10/1/53 | 5,057 | 5,394 | ||
Constellation Energy Generation LLC | 5.750% | 3/15/54 | 4,930 | 4,781 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 1,557 | 1,264 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 2,806 | 2,041 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 1,095 | 878 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 2,803 | 2,265 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 1,946 | 1,651 | ||
Consumers Energy Co. | 3.750% | 2/15/50 | 2,228 | 1,696 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 1,701 | 1,194 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 2,461 | 1,842 | ||
Consumers Energy Co. | 2.650% | 8/15/52 | 1,631 | 987 | ||
Consumers Energy Co. | 4.200% | 9/1/52 | 2,370 | 1,925 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 2,044 | 1,151 | ||
Dayton Power & Light Co. | 3.950% | 6/15/49 | 1,972 | 1,425 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 984 | 781 | ||
1 | Dominion Energy Inc. | 5.950% | 6/15/35 | 2,234 | 2,263 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 846 | 919 | ||
1 | Dominion Energy Inc. | 3.300% | 4/15/41 | 2,716 | 1,981 | |
1 | Dominion Energy Inc. | 4.900% | 8/1/41 | 2,334 | 2,065 | |
1 | Dominion Energy Inc. | 4.050% | 9/15/42 | 1,516 | 1,192 | |
Dominion Energy Inc. | 4.700% | 12/1/44 | 1,186 | 1,006 | ||
1 | Dominion Energy Inc. | 4.600% | 3/15/49 | 2,399 | 1,989 | |
1 | Dominion Energy Inc. | 4.850% | 8/15/52 | 2,941 | 2,526 | |
1 | Dominion Energy Inc. | 7.000% | 6/1/54 | 3,000 | 3,092 | |
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 967 | 999 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 1,452 | 1,413 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 2,404 | 2,095 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 3,952 | 3,507 | ||
1 | DTE Electric Co. | 4.000% | 4/1/43 | 1,429 | 1,163 | |
DTE Electric Co. | 4.300% | 7/1/44 | 2,323 | 1,968 | ||
DTE Electric Co. | 3.700% | 3/15/45 | 3,114 | 2,412 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 1,257 | 956 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 1,123 | 853 | ||
1 | DTE Electric Co. | 4.050% | 5/15/48 | 2,514 | 2,005 | |
DTE Electric Co. | 3.950% | 3/1/49 | 2,550 | 2,019 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 2,000 | 1,295 | ||
1 | DTE Electric Co. | 3.250% | 4/1/51 | 2,679 | 1,814 | |
1 | DTE Electric Co. | 3.650% | 3/1/52 | 2,284 | 1,671 | |
DTE Electric Co. | 5.400% | 4/1/53 | 2,789 | 2,725 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 1,282 | 1,326 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 2,339 | 2,425 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 1,501 | 1,560 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 2,974 | 2,896 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 4,162 | 3,490 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 3,683 | 2,980 | ||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 2,277 | 1,720 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 2,182 | 1,680 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 4,222 | 3,101 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 2,365 | 1,821 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 2,475 | 1,660 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 1,884 | 1,314 | ||
Duke Energy Carolinas LLC | 3.550% | 3/15/52 | 1,796 | 1,263 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Duke Energy Carolinas LLC | 5.350% | 1/15/53 | 5,338 | 5,088 | ||
Duke Energy Carolinas LLC | 5.400% | 1/15/54 | 3,320 | 3,190 | ||
Duke Energy Corp. | 3.300% | 6/15/41 | 3,299 | 2,403 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 1,661 | 1,429 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 6,579 | 4,841 | ||
Duke Energy Corp. | 3.950% | 8/15/47 | 1,617 | 1,212 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,901 | 1,471 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 6,490 | 4,399 | ||
Duke Energy Corp. | 5.000% | 8/15/52 | 5,236 | 4,576 | ||
Duke Energy Corp. | 6.100% | 9/15/53 | 2,719 | 2,781 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 1,921 | 2,036 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 5,874 | 6,257 | ||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 937 | 931 | ||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 1,102 | 877 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 3,200 | 2,268 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 1,921 | 1,544 | ||
Duke Energy Florida LLC | 3.000% | 12/15/51 | 1,586 | 1,001 | ||
Duke Energy Florida LLC | 5.950% | 11/15/52 | 1,798 | 1,844 | ||
Duke Energy Florida LLC | 6.200% | 11/15/53 | 3,063 | 3,266 | ||
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 1,231 | 1,291 | ||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 1,716 | 1,823 | ||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 960 | 1,024 | ||
1 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 1,677 | 1,511 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 611 | 466 | ||
1 | Duke Energy Indiana LLC | 3.250% | 10/1/49 | 2,869 | 1,927 | |
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 2,524 | 1,527 | ||
Duke Energy Indiana LLC | 5.400% | 4/1/53 | 2,152 | 2,038 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 3,214 | 2,363 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,510 | 1,211 | ||
Duke Energy Ohio Inc. | 5.650% | 4/1/53 | 2,837 | 2,778 | ||
Duke Energy Ohio Inc. | 5.550% | 3/15/54 | 1,785 | 1,729 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 1,164 | 1,233 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 2,495 | 2,041 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 1,834 | 1,493 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 3,721 | 3,108 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 2,152 | 1,737 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 2,792 | 2,261 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 2,773 | 2,069 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 2,153 | 1,566 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 2,441 | 1,405 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 1,880 | 1,167 | ||
Duke Energy Progress LLC | 4.000% | 4/1/52 | 1,617 | 1,231 | ||
Duke Energy Progress LLC | 5.350% | 3/15/53 | 2,875 | 2,712 | ||
1 | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/37 | 825 | 658 | |
El Paso Electric Co. | 6.000% | 5/15/35 | 1,805 | 1,791 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 921 | 770 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 6,068 | 4,904 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 2,100 | 1,678 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 3,103 | 1,802 | ||
Entergy Arkansas LLC | 3.350% | 6/15/52 | 1,713 | 1,152 | ||
Entergy Arkansas LLC | 5.750% | 6/1/54 | 1,700 | 1,687 | ||
Entergy Corp. | 3.750% | 6/15/50 | 2,585 | 1,827 | ||
Entergy Louisiana LLC | 3.100% | 6/15/41 | 2,013 | 1,451 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 3,520 | 2,783 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 1,622 | 1,275 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 3,036 | 1,835 | ||
Entergy Louisiana LLC | 4.750% | 9/15/52 | 1,950 | 1,673 | ||
Entergy Louisiana LLC | 5.700% | 3/15/54 | 3,380 | 3,331 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 1,807 | 1,339 | ||
Entergy Mississippi LLC | 3.500% | 6/1/51 | 1,508 | 1,043 | ||
Entergy Mississippi LLC | 5.850% | 6/1/54 | 1,700 | 1,693 | ||
Entergy Texas Inc. | 4.500% | 3/30/39 | 1,558 | 1,365 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 2,134 | 1,505 | ||
Entergy Texas Inc. | 5.000% | 9/15/52 | 1,384 | 1,223 | ||
Entergy Texas Inc. | 5.800% | 9/1/53 | 1,647 | 1,639 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 3,006 | 2,358 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 2,929 | 1,962 | ||
Essential Utilities Inc. | 5.300% | 5/1/52 | 2,188 | 1,997 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 2,286 | 1,876 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 2,059 | 1,664 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 916 | 744 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 1,525 | 1,008 | ||
Evergy Kansas Central Inc. | 3.450% | 4/15/50 | 2,354 | 1,610 | ||
Evergy Kansas Central Inc. | 5.700% | 3/15/53 | 1,584 | 1,548 | ||
Evergy Metro Inc. | 5.300% | 10/1/41 | 1,589 | 1,501 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 1,415 | 1,130 | ||
Evergy Metro Inc. | 4.200% | 3/15/48 | 1,126 | 896 | ||
1 | Evergy Metro Inc. | 4.125% | 4/1/49 | 1,681 | 1,306 | |
Eversource Energy | 5.950% | 7/15/34 | 2,750 | 2,771 | ||
Eversource Energy | 3.450% | 1/15/50 | 3,393 | 2,316 | ||
1 | Exelon Corp. | 4.950% | 6/15/35 | 2,477 | 2,301 | |
Exelon Corp. | 5.625% | 6/15/35 | 2,748 | 2,730 | ||
Exelon Corp. | 5.100% | 6/15/45 | 2,508 | 2,285 | ||
Exelon Corp. | 4.450% | 4/15/46 | 3,023 | 2,520 | ||
Exelon Corp. | 4.700% | 4/15/50 | 5,372 | 4,579 | ||
Exelon Corp. | 4.100% | 3/15/52 | 2,657 | 2,043 | ||
Exelon Corp. | 5.600% | 3/15/53 | 4,271 | 4,133 | ||
1 | FirstEnergy Corp. | 5.100% | 7/15/47 | 2,208 | 1,898 | |
1 | FirstEnergy Corp. | 3.400% | 3/1/50 | 5,835 | 3,873 | |
Florida Power & Light Co. | 4.950% | 6/1/35 | 1,388 | 1,349 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 964 | 977 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 1,571 | 1,644 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 1,477 | 1,558 | ||
Florida Power & Light Co. | 5.690% | 3/1/40 | 1,872 | 1,906 | ||
Florida Power & Light Co. | 5.250% | 2/1/41 | 1,606 | 1,566 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 3,773 | 3,185 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 3,607 | 3,017 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 3,342 | 2,679 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 3,117 | 2,559 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 2,898 | 2,201 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 5,269 | 4,158 | ||
Florida Power & Light Co. | 4.125% | 6/1/48 | 2,350 | 1,898 | ||
Florida Power & Light Co. | 3.990% | 3/1/49 | 2,321 | 1,832 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 2,697 | 1,830 | ||
Florida Power & Light Co. | 2.875% | 12/4/51 | 6,201 | 3,945 | ||
Florida Power & Light Co. | 5.300% | 4/1/53 | 2,777 | 2,680 | ||
4 | Florida Power & Light Co. | 5.600% | 6/15/54 | 4,350 | 4,379 | |
1 | Georgia Power Co. | 4.750% | 9/1/40 | 2,080 | 1,871 | |
Georgia Power Co. | 4.300% | 3/15/42 | 6,423 | 5,492 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 1,233 | 1,031 | ||
1 | Georgia Power Co. | 3.700% | 1/30/50 | 3,818 | 2,828 | |
1 | Georgia Power Co. | 3.250% | 3/15/51 | 3,278 | 2,216 | |
Georgia Power Co. | 5.125% | 5/15/52 | 4,678 | 4,341 | ||
Iberdrola International BV | 6.750% | 7/15/36 | 2,396 | 2,670 | ||
1 | Idaho Power Co. | 4.200% | 3/1/48 | 1,917 | 1,498 | |
1 | Idaho Power Co. | 5.500% | 3/15/53 | 3,440 | 3,267 | |
1 | Idaho Power Co. | 5.800% | 4/1/54 | 1,515 | 1,491 | |
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 1,723 | 1,763 | ||
1 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,452 | 1,218 | |
1 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 1,067 | 782 | |
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 1,763 | 1,396 | ||
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 2,723 | 1,781 | ||
Indiana Michigan Power Co. | 5.625% | 4/1/53 | 3,246 | 3,175 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 1,250 | 1,291 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 1,304 | 954 | ||
Interstate Power & Light Co. | 3.500% | 9/30/49 | 1,563 | 1,081 | ||
Interstate Power & Light Co. | 3.100% | 11/30/51 | 1,277 | 806 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 1,690 | 1,557 | ||
1 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 1,271 | 1,173 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 3,704 | 3,494 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 1,545 | 1,290 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 3,205 | 2,167 | ||
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 2,433 | 1,940 | ||
1 | MidAmerican Energy Co. | 5.750% | 11/1/35 | 1,265 | 1,295 | |
1 | MidAmerican Energy Co. | 5.800% | 10/15/36 | 2,762 | 2,832 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 2,445 | 2,194 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 2,513 | 2,118 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 2,067 | 1,699 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 2,056 | 1,529 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 4,016 | 3,291 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
MidAmerican Energy Co. | 3.150% | 4/15/50 | 3,013 | 2,005 | ||
MidAmerican Energy Co. | 2.700% | 8/1/52 | 865 | 516 | ||
MidAmerican Energy Co. | 5.850% | 9/15/54 | 5,229 | 5,357 | ||
MidAmerican Energy Co. | 5.300% | 2/1/55 | 3,334 | 3,160 | ||
1 | Mississippi Power Co. | 4.250% | 3/15/42 | 1,992 | 1,646 | |
1 | Mississippi Power Co. | 3.100% | 7/30/51 | 1,136 | 720 | |
National Grid USA | 5.803% | 4/1/35 | 2,160 | 2,121 | ||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 1,017 | 840 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 4,167 | 3,429 | ||
1 | Nevada Power Co. | 6.650% | 4/1/36 | 802 | 855 | |
1 | Nevada Power Co. | 6.750% | 7/1/37 | 1,265 | 1,372 | |
1 | Nevada Power Co. | 3.125% | 8/1/50 | 1,678 | 1,070 | |
1 | Nevada Power Co. | 5.900% | 5/1/53 | 1,357 | 1,366 | |
Nevada Power Co. | 6.000% | 3/15/54 | 3,206 | 3,258 | ||
NextEra Energy Capital Holdings Inc. | 3.000% | 1/15/52 | 2,118 | 1,338 | ||
NextEra Energy Capital Holdings Inc. | 5.250% | 2/28/53 | 5,765 | 5,356 | ||
NextEra Energy Capital Holdings Inc. | 5.550% | 3/15/54 | 3,995 | 3,862 | ||
NiSource Inc. | 5.950% | 6/15/41 | 1,127 | 1,131 | ||
NiSource Inc. | 5.250% | 2/15/43 | 1,416 | 1,309 | ||
NiSource Inc. | 4.800% | 2/15/44 | 4,008 | 3,491 | ||
NiSource Inc. | 5.650% | 2/1/45 | 1,744 | 1,682 | ||
NiSource Inc. | 4.375% | 5/15/47 | 5,420 | 4,416 | ||
NiSource Inc. | 3.950% | 3/30/48 | 4,424 | 3,337 | ||
NiSource Inc. | 5.000% | 6/15/52 | 1,483 | 1,317 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 675 | 720 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 1,156 | 1,232 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 3,033 | 2,958 | ||
Northern States Power Co. | 3.400% | 8/15/42 | 2,131 | 1,616 | ||
Northern States Power Co. | 4.125% | 5/15/44 | 1,683 | 1,372 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 723 | 571 | ||
Northern States Power Co. | 3.600% | 5/15/46 | 2,448 | 1,812 | ||
Northern States Power Co. | 3.600% | 9/15/47 | 2,471 | 1,817 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 2,427 | 1,554 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 1,870 | 1,110 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 2,115 | 1,403 | ||
Northern States Power Co. | 4.500% | 6/1/52 | 2,896 | 2,445 | ||
Northern States Power Co. | 5.100% | 5/15/53 | 5,111 | 4,729 | ||
Northern States Power Co. | 5.400% | 3/15/54 | 3,075 | 2,977 | ||
Northern States Power Co. | 5.650% | 6/15/54 | 2,850 | 2,839 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 1,409 | 1,139 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 1,332 | 1,306 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 1,418 | 1,204 | ||
NSTAR Electric Co. | 4.550% | 6/1/52 | 2,455 | 2,062 | ||
NSTAR Electric Co. | 4.950% | 9/15/52 | 1,831 | 1,645 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 857 | 840 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 1,525 | 1,424 | ||
Oglethorpe Power Corp. | 4.500% | 4/1/47 | 2,183 | 1,761 | ||
Oglethorpe Power Corp. | 5.050% | 10/1/48 | 2,455 | 2,144 | ||
Oglethorpe Power Corp. | 3.750% | 8/1/50 | 1,766 | 1,259 | ||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 1,845 | 1,651 | ||
Oglethorpe Power Corp. | 6.200% | 12/1/53 | 1,815 | 1,848 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 1,780 | 1,959 | ||
Ohio Power Co. | 4.150% | 4/1/48 | 1,386 | 1,076 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 1,245 | 946 | ||
1 | Ohio Power Co. | 2.900% | 10/1/51 | 1,920 | 1,183 | |
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 1,230 | 979 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 1,229 | 929 | ||
Oklahoma Gas & Electric Co. | 5.600% | 4/1/53 | 2,188 | 2,138 | ||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 552 | 654 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 4,662 | 4,499 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 3,058 | 2,715 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 2,061 | 1,999 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 2,002 | 1,556 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 1,871 | 1,424 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 1,449 | 1,166 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 2,608 | 1,983 | ||
1 | Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 1,793 | 1,193 | |
Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 2,373 | 1,421 | ||
Oncor Electric Delivery Co. LLC | 4.600% | 6/1/52 | 2,246 | 1,921 | ||
Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | 4,183 | 3,797 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 2,138 | 2,046 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 2,510 | 2,206 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 2,369 | 1,993 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 9,224 | 7,650 | ||
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 5,090 | 3,639 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 1,122 | 885 | ||
Pacific Gas & Electric Co. | 4.450% | 4/15/42 | 560 | 450 | ||
Pacific Gas & Electric Co. | 3.750% | 8/15/42 | 959 | 700 | ||
Pacific Gas & Electric Co. | 4.600% | 6/15/43 | 2,475 | 2,019 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 1,088 | 903 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 2,945 | 2,265 | ||
Pacific Gas & Electric Co. | 4.000% | 12/1/46 | 935 | 682 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 2,496 | 1,804 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 13,746 | 11,461 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 11,605 | 7,656 | ||
Pacific Gas & Electric Co. | 5.250% | 3/1/52 | 2,552 | 2,199 | ||
Pacific Gas & Electric Co. | 6.750% | 1/15/53 | 8,256 | 8,728 | ||
Pacific Gas & Electric Co. | 6.700% | 4/1/53 | 8,490 | 8,945 | ||
PacifiCorp | 5.250% | 6/15/35 | 792 | 763 | ||
PacifiCorp | 6.100% | 8/1/36 | 1,208 | 1,237 | ||
PacifiCorp | 5.750% | 4/1/37 | 2,604 | 2,574 | ||
PacifiCorp | 6.250% | 10/15/37 | 2,905 | 2,990 | ||
PacifiCorp | 6.350% | 7/15/38 | 1,215 | 1,260 | ||
PacifiCorp | 6.000% | 1/15/39 | 1,897 | 1,919 | ||
PacifiCorp | 4.100% | 2/1/42 | 1,118 | 873 | ||
PacifiCorp | 4.125% | 1/15/49 | 2,965 | 2,241 | ||
PacifiCorp | 4.150% | 2/15/50 | 2,164 | 1,642 | ||
PacifiCorp | 3.300% | 3/15/51 | 1,732 | 1,107 | ||
PacifiCorp | 2.900% | 6/15/52 | 3,654 | 2,124 | ||
PacifiCorp | 5.350% | 12/1/53 | 5,531 | 4,953 | ||
PacifiCorp | 5.500% | 5/15/54 | 6,084 | 5,571 | ||
PacifiCorp | 5.800% | 1/15/55 | 6,678 | 6,351 | ||
PECO Energy Co. | 5.950% | 10/1/36 | 1,596 | 1,672 | ||
PECO Energy Co. | 4.150% | 10/1/44 | 970 | 802 | ||
PECO Energy Co. | 3.700% | 9/15/47 | 1,251 | 949 | ||
PECO Energy Co. | 3.900% | 3/1/48 | 1,692 | 1,329 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 1,356 | 894 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 1,185 | 744 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 604 | 394 | ||
PECO Energy Co. | 2.850% | 9/15/51 | 1,585 | 984 | ||
PECO Energy Co. | 4.600% | 5/15/52 | 1,753 | 1,514 | ||
PECO Energy Co. | 4.375% | 8/15/52 | 2,950 | 2,446 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 985 | 845 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 943 | 676 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 1,734 | 1,128 | ||
Piedmont Natural Gas Co. Inc. | 5.050% | 5/15/52 | 1,723 | 1,510 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 1,278 | 1,396 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 3,817 | 3,159 | ||
Potomac Electric Power Co. | 5.500% | 3/15/54 | 1,085 | 1,067 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 953 | 1,016 | ||
PPL Electric Utilities Corp. | 4.750% | 7/15/43 | 861 | 780 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 1,109 | 923 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 1,224 | 1,009 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 1,880 | 1,484 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 3,359 | 2,730 | ||
PPL Electric Utilities Corp. | 3.000% | 10/1/49 | 895 | 594 | ||
PPL Electric Utilities Corp. | 5.250% | 5/15/53 | 3,461 | 3,303 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 2,539 | 2,563 | ||
1 | Public Service Co. of Colorado | 6.250% | 9/1/37 | 1,462 | 1,528 | |
Public Service Co. of Colorado | 6.500% | 8/1/38 | 532 | 570 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 1,034 | 785 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 793 | 643 | ||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 2,352 | 1,736 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 1,263 | 962 | ||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 885 | 676 | ||
1 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 2,267 | 1,497 | |
1 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 976 | 570 | |
1 | Public Service Co. of Colorado | 4.500% | 6/1/52 | 2,610 | 2,129 | |
Public Service Co. of Colorado | 5.250% | 4/1/53 | 3,878 | 3,559 | ||
Public Service Co. of Colorado | 5.750% | 5/15/54 | 3,705 | 3,683 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 1,602 | 1,175 | ||
Public Service Co. of New Hampshire | 5.150% | 1/15/53 | 916 | 854 | ||
1 | Public Service Co. of Oklahoma | 3.150% | 8/15/51 | 1,781 | 1,141 | |
1 | Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 852 | 878 | |
1 | Public Service Electric & Gas Co. | 5.500% | 3/1/40 | 1,746 | 1,741 | |
1 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 1,920 | 1,568 | |
1 | Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 1,648 | 1,284 | |
1 | Public Service Electric & Gas Co. | 3.800% | 1/1/43 | 1,733 | 1,385 | |
1 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 2,194 | 1,711 | |
1 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 3,383 | 2,520 | |
1 | Public Service Electric & Gas Co. | 4.050% | 5/1/48 | 1,414 | 1,139 | |
1 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 1,382 | 1,068 | |
1 | Public Service Electric & Gas Co. | 3.200% | 8/1/49 | 1,718 | 1,182 | |
1 | Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 997 | 677 | |
1 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 1,623 | 1,011 | |
1 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 2,818 | 1,520 | |
1 | Public Service Electric & Gas Co. | 3.000% | 3/1/51 | 1,950 | 1,271 | |
1 | Public Service Electric & Gas Co. | 5.125% | 3/15/53 | 2,015 | 1,896 | |
Public Service Electric & Gas Co. | 5.450% | 8/1/53 | 1,948 | 1,910 | ||
1 | Public Service Electric & Gas Co. | 5.450% | 3/1/54 | 3,389 | 3,329 | |
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 1,084 | 1,142 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 999 | 993 | ||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 1,161 | 1,163 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 1,063 | 1,050 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 1,248 | 1,022 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 3,569 | 2,830 | ||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 2,479 | 1,639 | ||
Puget Sound Energy Inc. | 2.893% | 9/15/51 | 1,433 | 883 | ||
Puget Sound Energy Inc. | 5.448% | 6/1/53 | 1,872 | 1,800 | ||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 990 | 1,012 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 2,223 | 1,969 | ||
1 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 1,753 | 1,316 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 1,868 | 1,497 | ||
1 | San Diego Gas & Electric Co. | 4.100% | 6/15/49 | 1,699 | 1,331 | |
1 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 1,198 | 811 | |
1 | San Diego Gas & Electric Co. | 2.950% | 8/15/51 | 4,142 | 2,671 | |
San Diego Gas & Electric Co. | 3.700% | 3/15/52 | 1,798 | 1,298 | ||
San Diego Gas & Electric Co. | 5.350% | 4/1/53 | 4,325 | 4,087 | ||
San Diego Gas & Electric Co. | 5.550% | 4/15/54 | 2,290 | 2,233 | ||
Sempra | 3.800% | 2/1/38 | 4,836 | 3,952 | ||
Sempra | 6.000% | 10/15/39 | 2,589 | 2,616 | ||
Sempra | 4.000% | 2/1/48 | 3,351 | 2,549 | ||
2 | Sierra Pacific Power Co. | 5.900% | 3/15/54 | 1,506 | 1,506 | |
Southern California Edison Co. | 5.200% | 6/1/34 | 2,210 | 2,152 | ||
1 | Southern California Edison Co. | 5.750% | 4/1/35 | 1,359 | 1,374 | |
1 | Southern California Edison Co. | 5.350% | 7/15/35 | 1,470 | 1,439 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 1,119 | 1,110 | ||
1 | Southern California Edison Co. | 5.550% | 1/15/37 | 1,412 | 1,389 | |
1 | Southern California Edison Co. | 5.950% | 2/1/38 | 2,826 | 2,859 | |
Southern California Edison Co. | 6.050% | 3/15/39 | 946 | 963 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 2,917 | 2,824 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 1,357 | 1,167 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 3,079 | 2,443 | ||
1 | Southern California Edison Co. | 3.900% | 3/15/43 | 2,124 | 1,645 | |
Southern California Edison Co. | 4.650% | 10/1/43 | 3,448 | 2,974 | ||
1 | Southern California Edison Co. | 3.600% | 2/1/45 | 1,130 | 826 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 7,852 | 6,024 | ||
1 | Southern California Edison Co. | 4.125% | 3/1/48 | 10,256 | 8,010 | |
1 | Southern California Edison Co. | 4.875% | 3/1/49 | 2,610 | 2,267 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 6,457 | 4,604 | ||
1 | Southern California Edison Co. | 2.950% | 2/1/51 | 1,905 | 1,185 | |
1 | Southern California Edison Co. | 3.650% | 6/1/51 | 1,254 | 882 | |
Southern California Edison Co. | 3.450% | 2/1/52 | 2,787 | 1,898 | ||
1 | Southern California Edison Co. | 5.450% | 6/1/52 | 1,561 | 1,460 | |
Southern California Edison Co. | 5.700% | 3/1/53 | 2,109 | 2,060 | ||
Southern California Edison Co. | 5.875% | 12/1/53 | 3,702 | 3,699 | ||
Southern California Edison Co. | 5.750% | 4/15/54 | 1,885 | 1,856 | ||
Southern California Gas Co. | 5.125% | 11/15/40 | 1,092 | 1,027 | ||
Southern California Gas Co. | 3.750% | 9/15/42 | 1,687 | 1,308 | ||
1 | Southern California Gas Co. | 4.125% | 6/1/48 | 4,414 | 3,454 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Southern California Gas Co. | 4.300% | 1/15/49 | 2,129 | 1,705 | |
1 | Southern California Gas Co. | 3.950% | 2/15/50 | 1,205 | 908 | |
Southern California Gas Co. | 6.350% | 11/15/52 | 2,612 | 2,812 | ||
Southern California Gas Co. | 5.750% | 6/1/53 | 3,138 | 3,107 | ||
Southern California Gas Co. | 5.600% | 4/1/54 | 2,095 | 2,048 | ||
Southern Co. | 4.250% | 7/1/36 | 2,194 | 1,948 | ||
Southern Co. | 4.400% | 7/1/46 | 9,831 | 8,247 | ||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 983 | 988 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 1,941 | 1,595 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 2,090 | 1,571 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 2,026 | 1,642 | ||
1 | Southern Co. Gas Capital Corp. | 3.150% | 9/30/51 | 2,105 | 1,327 | |
Southern Power Co. | 5.150% | 9/15/41 | 2,781 | 2,572 | ||
Southern Power Co. | 5.250% | 7/15/43 | 569 | 521 | ||
1 | Southern Power Co. | 4.950% | 12/15/46 | 1,423 | 1,238 | |
Southwest Gas Corp. | 3.800% | 9/29/46 | 1,319 | 974 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 2,278 | 1,722 | ||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 992 | 1,027 | ||
1 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,118 | 826 | |
1 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 2,487 | 1,773 | |
Southwestern Electric Power Co. | 3.250% | 11/1/51 | 2,493 | 1,588 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 1,125 | 938 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 982 | 665 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 2,375 | 1,672 | ||
1 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 1,432 | 1,127 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 1,207 | 856 | ||
1 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 2,000 | 1,269 | |
Spire Missouri Inc. | 3.300% | 6/1/51 | 1,475 | 991 | ||
Tampa Electric Co. | 4.100% | 6/15/42 | 1,407 | 1,152 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 1,763 | 1,413 | ||
Tampa Electric Co. | 4.450% | 6/15/49 | 1,206 | 1,000 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 1,689 | 1,206 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 2,619 | 1,783 | ||
Tampa Electric Co. | 5.000% | 7/15/52 | 1,255 | 1,117 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 1,224 | 1,277 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 1,378 | 1,196 | ||
Tucson Electric Power Co. | 4.000% | 6/15/50 | 533 | 400 | ||
Tucson Electric Power Co. | 3.250% | 5/1/51 | 1,430 | 937 | ||
Tucson Electric Power Co. | 5.500% | 4/15/53 | 1,545 | 1,488 | ||
Union Electric Co. | 5.300% | 8/1/37 | 2,383 | 2,341 | ||
Union Electric Co. | 3.900% | 9/15/42 | 1,565 | 1,261 | ||
Union Electric Co. | 3.650% | 4/15/45 | 2,029 | 1,518 | ||
Union Electric Co. | 4.000% | 4/1/48 | 2,732 | 2,113 | ||
Union Electric Co. | 3.250% | 10/1/49 | 946 | 638 | ||
Union Electric Co. | 2.625% | 3/15/51 | 2,655 | 1,574 | ||
Union Electric Co. | 3.900% | 4/1/52 | 1,973 | 1,516 | ||
Union Electric Co. | 5.450% | 3/15/53 | 3,103 | 2,980 | ||
Union Electric Co. | 5.250% | 1/15/54 | 1,000 | 932 | ||
1 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 1,887 | 1,949 | |
1 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 3,941 | 4,039 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 2,785 | 2,934 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 4,765 | 6,189 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 1,794 | 1,438 | ||
1 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 3,076 | 2,699 | |
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 3,052 | 2,598 | ||
1 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 2,186 | 1,780 | |
1 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 1,892 | 1,477 | |
1 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 1,317 | 987 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 2,162 | 1,830 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 2,537 | 1,724 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 3,360 | 1,896 | ||
Virginia Electric & Power Co. | 2.950% | 11/15/51 | 4,077 | 2,553 | ||
1 | Virginia Electric & Power Co. | 4.625% | 5/15/52 | 4,802 | 4,052 | |
Virginia Electric & Power Co. | 5.450% | 4/1/53 | 4,450 | 4,267 | ||
Virginia Electric & Power Co. | 5.700% | 8/15/53 | 1,352 | 1,350 | ||
Virginia Electric & Power Co. | 5.350% | 1/15/54 | 1,469 | 1,391 | ||
1 | Washington Gas Light Co. | 3.796% | 9/15/46 | 2,683 | 2,004 | |
1 | Washington Gas Light Co. | 3.650% | 9/15/49 | 1,943 | 1,405 | |
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 988 | 1,017 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 2,251 | 1,852 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 1,179 | 1,229 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 1,513 | 1,080 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 971 | 756 | ||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 2,133 | 1,912 | ||
Wisconsin Public Service Corp. | 3.300% | 9/1/49 | 1,417 | 971 | ||
Wisconsin Public Service Corp. | 2.850% | 12/1/51 | 2,015 | 1,246 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 1,289 | 1,350 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 3,148 | 2,147 | ||
1,259,838 | ||||||
Total Corporate Bonds (Cost $10,861,789) | 9,731,719 | |||||
Shares | ||||||
Temporary Cash Investments (0.1%) | ||||||
Money Market Fund (0.1%) | ||||||
5 | Vanguard Market Liquidity Fund (Cost $9,690) | 5.397% | 96,926 | 9,692 | ||
Total Investments (98.4%) (Cost $10,871,479) | 9,741,411 | |||||
Other Assets and Liabilities—Net (1.6%) | 154,088 | |||||
Net Assets (100%) | 9,895,499 |
Cost is in $000. |
1 | 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. |
2 | 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 May 31, 2024, the aggregate value was $111,725,000, representing 1.1% of net assets. |
3 | Securities with a value of $1,761,000 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 May 31, 2024. |
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. |
DAC—Designated Activity Company. | |
REIT—Real Estate Investment Trust. |
Derivative Financial
Instruments Outstanding as of Period End
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
Ultra 10-Year U.S. Treasury Note | September 2024 | 579 | 64,866 | (152) |
Short Futures Contracts | ||||
Long U.S. Treasury Bond | September 2024 | (266) | (30,873) | 98 |
Ultra Long U.S. Treasury Bond | September 2024 | (99) | (12,121) | 42 |
140 | ||||
(12) |
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 other 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 valuation designee to represent fair value and subject to oversight by the board of trustees.
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. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of
issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund
may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In
addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit
event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled,
the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled,
the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation
procedure.
The fund enters into centrally
cleared credit default swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead
of the clearing broker or executing broker. 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. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and
clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.
The primary risk associated
with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine
the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of
swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund’s maximum amount subject to counterparty risk is the unrealized appreciation on the swap
contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with
its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold,
or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance
with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty
may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would
be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the
value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Swaps are valued daily based
on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until the seller of
credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time
realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.
The fund had no open credit
default swap contracts at May 31, 2024.
D. 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 May 31, 2024, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Corporate Bonds | — | 9,731,719 | — | 9,731,719 |
Temporary Cash Investments | 9,692 | — | — | 9,692 |
Total | 9,692 | 9,731,719 | — | 9,741,411 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 140 | — | — | 140 |
Liabilities | ||||
Futures Contracts1 | 152 | — | — | 152 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |