Vanguard® ESG U.S. Corporate Bond ETF
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) | |||
U.S. Government and Agency Obligations (0.0%) | ||||||
U.S. Government Securities (0.0%) | ||||||
United States Treasury Note/Bond (Cost $80) | 4.250% | 2/15/54 | 85 | 80 | ||
Corporate Bonds (98.6%) | ||||||
Communications (12.3%) | ||||||
Alphabet Inc. | 0.450% | 8/15/25 | 225 | 213 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 265 | 249 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 185 | 164 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 295 | 239 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 185 | 120 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 310 | 176 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 260 | 144 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 210 | 195 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 195 | 171 | ||
America Movil SAB de CV | 4.700% | 7/21/32 | 140 | 134 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 96 | 103 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 205 | 212 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 270 | 230 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 265 | 223 | ||
AT&T Inc. | 5.539% | 2/20/26 | 180 | 180 | ||
AT&T Inc. | 1.700% | 3/25/26 | 380 | 356 | ||
AT&T Inc. | 3.800% | 2/15/27 | 190 | 183 | ||
AT&T Inc. | 4.250% | 3/1/27 | 290 | 283 | ||
AT&T Inc. | 2.300% | 6/1/27 | 355 | 326 | ||
AT&T Inc. | 1.650% | 2/1/28 | 491 | 434 | ||
1 | AT&T Inc. | 4.100% | 2/15/28 | 320 | 308 | |
AT&T Inc. | 4.350% | 3/1/29 | 450 | 434 | ||
1 | AT&T Inc. | 4.300% | 2/15/30 | 545 | 519 | |
AT&T Inc. | 2.750% | 6/1/31 | 460 | 391 | ||
AT&T Inc. | 2.250% | 2/1/32 | 350 | 282 | ||
AT&T Inc. | 2.550% | 12/1/33 | 525 | 414 | ||
AT&T Inc. | 5.400% | 2/15/34 | 425 | 422 | ||
AT&T Inc. | 4.500% | 5/15/35 | 385 | 352 | ||
AT&T Inc. | 5.250% | 3/1/37 | 205 | 198 | ||
AT&T Inc. | 4.850% | 3/1/39 | 229 | 209 | ||
AT&T Inc. | 3.500% | 6/1/41 | 460 | 351 | ||
AT&T Inc. | 4.300% | 12/15/42 | 165 | 138 | ||
AT&T Inc. | 4.350% | 6/15/45 | 155 | 129 | ||
AT&T Inc. | 4.750% | 5/15/46 | 285 | 248 | ||
AT&T Inc. | 5.650% | 2/15/47 | 130 | 130 | ||
AT&T Inc. | 4.500% | 3/9/48 | 265 | 219 | ||
AT&T Inc. | 4.550% | 3/9/49 | 150 | 124 | ||
AT&T Inc. | 3.650% | 6/1/51 | 400 | 282 | ||
AT&T Inc. | 3.300% | 2/1/52 | 165 | 110 | ||
AT&T Inc. | 3.500% | 9/15/53 | 1,275 | 862 | ||
AT&T Inc. | 3.550% | 9/15/55 | 1,145 | 769 | ||
AT&T Inc. | 3.800% | 12/1/57 | 917 | 638 | ||
AT&T Inc. | 3.650% | 9/15/59 | 860 | 573 | ||
AT&T Inc. | 3.850% | 6/1/60 | 240 | 167 | ||
Bell Telephone Co. of Canada or Bell Canada | 5.100% | 5/11/33 | 190 | 185 | ||
Bell Telephone Co. of Canada or Bell Canada | 4.464% | 4/1/48 | 155 | 129 | ||
Bell Telephone Co. of Canada or Bell Canada | 3.650% | 8/15/52 | 100 | 72 | ||
Bell Telephone Co. of Canada or Bell Canada | 5.550% | 2/15/54 | 90 | 87 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 235 | 228 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 210 | 205 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 345 | 419 | ||
Charter Communications Operating LLC | 4.908% | 7/23/25 | 134 | 133 | ||
Charter Communications Operating LLC | 6.150% | 11/10/26 | 205 | 207 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 150 | 139 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 220 | 207 | ||
Charter Communications Operating LLC | 2.250% | 1/15/29 | 230 | 196 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 285 | 273 | ||
Charter Communications Operating LLC | 6.100% | 6/1/29 | 225 | 225 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 316 | 258 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 165 | 126 | ||
Charter Communications Operating LLC | 4.400% | 4/1/33 | 180 | 158 | ||
Charter Communications Operating LLC | 6.650% | 2/1/34 | 115 | 116 | ||
Charter Communications Operating LLC | 6.550% | 6/1/34 | 225 | 225 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 260 | 254 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 105 | 91 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 235 | 158 | ||
Charter Communications Operating LLC | 3.500% | 3/1/42 | 280 | 186 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 425 | 392 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 350 | 281 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 378 | 318 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 180 | 138 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 425 | 313 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 450 | 275 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 385 | 242 | ||
Charter Communications Operating LLC | 5.250% | 4/1/53 | 215 | 169 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 290 | 171 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 180 | 117 | ||
Charter Communications Operating LLC | 3.950% | 6/30/62 | 305 | 181 | ||
Charter Communications Operating LLC | 5.500% | 4/1/63 | 125 | 98 | ||
Comcast Corp. | 3.375% | 8/15/25 | 315 | 308 | ||
Comcast Corp. | 3.950% | 10/15/25 | 445 | 437 | ||
Comcast Corp. | 5.250% | 11/7/25 | 130 | 130 | ||
Comcast Corp. | 3.150% | 3/1/26 | 305 | 295 | ||
Comcast Corp. | 2.350% | 1/15/27 | 220 | 205 | ||
Comcast Corp. | 3.300% | 2/1/27 | 215 | 206 | ||
Comcast Corp. | 3.300% | 4/1/27 | 30 | 29 | ||
Comcast Corp. | 5.350% | 11/15/27 | 50 | 51 | ||
Comcast Corp. | 3.150% | 2/15/28 | 230 | 215 | ||
Comcast Corp. | 3.550% | 5/1/28 | 205 | 194 | ||
Comcast Corp. | 4.150% | 10/15/28 | 595 | 574 | ||
Comcast Corp. | 4.550% | 1/15/29 | 110 | 108 | ||
Comcast Corp. | 5.100% | 6/1/29 | 180 | 180 | ||
Comcast Corp. | 2.650% | 2/1/30 | 275 | 242 | ||
Comcast Corp. | 3.400% | 4/1/30 | 190 | 173 | ||
Comcast Corp. | 4.250% | 10/15/30 | 175 | 167 | ||
Comcast Corp. | 1.950% | 1/15/31 | 225 | 185 | ||
Comcast Corp. | 1.500% | 2/15/31 | 185 | 147 | ||
Comcast Corp. | 5.500% | 11/15/32 | 70 | 71 | ||
Comcast Corp. | 4.250% | 1/15/33 | 290 | 269 | ||
Comcast Corp. | 4.650% | 2/15/33 | 120 | 115 | ||
Comcast Corp. | 7.050% | 3/15/33 | 155 | 173 | ||
Comcast Corp. | 4.800% | 5/15/33 | 165 | 160 | ||
Comcast Corp. | 5.300% | 6/1/34 | 180 | 180 | ||
Comcast Corp. | 4.200% | 8/15/34 | 125 | 114 | ||
Comcast Corp. | 5.650% | 6/15/35 | 160 | 163 | ||
Comcast Corp. | 4.400% | 8/15/35 | 135 | 124 | ||
Comcast Corp. | 3.200% | 7/15/36 | 135 | 108 | ||
Comcast Corp. | 3.900% | 3/1/38 | 245 | 207 | ||
Comcast Corp. | 4.600% | 10/15/38 | 70 | 64 | ||
Comcast Corp. | 3.250% | 11/1/39 | 185 | 141 | ||
Comcast Corp. | 3.750% | 4/1/40 | 225 | 183 | ||
Comcast Corp. | 4.600% | 8/15/45 | 125 | 108 | ||
Comcast Corp. | 3.400% | 7/15/46 | 185 | 133 | ||
Comcast Corp. | 4.000% | 8/15/47 | 95 | 74 | ||
Comcast Corp. | 3.969% | 11/1/47 | 290 | 226 | ||
Comcast Corp. | 4.000% | 3/1/48 | 205 | 161 | ||
Comcast Corp. | 4.700% | 10/15/48 | 273 | 241 | ||
Comcast Corp. | 3.999% | 11/1/49 | 330 | 256 | ||
Comcast Corp. | 3.450% | 2/1/50 | 300 | 211 | ||
Comcast Corp. | 2.800% | 1/15/51 | 277 | 169 | ||
Comcast Corp. | 2.887% | 11/1/51 | 664 | 413 | ||
Comcast Corp. | 2.450% | 8/15/52 | 360 | 201 | ||
Comcast Corp. | 4.049% | 11/1/52 | 180 | 139 | ||
Comcast Corp. | 5.350% | 5/15/53 | 310 | 295 | ||
Comcast Corp. | 5.650% | 6/1/54 | 225 | 223 | ||
Comcast Corp. | 2.937% | 11/1/56 | 757 | 455 | ||
Comcast Corp. | 4.950% | 10/15/58 | 265 | 236 | ||
Comcast Corp. | 2.650% | 8/15/62 | 245 | 133 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Comcast Corp. | 2.987% | 11/1/63 | 538 | 314 | ||
Comcast Corp. | 5.500% | 5/15/64 | 220 | 210 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 505 | 589 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 285 | 267 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 200 | 184 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 225 | 198 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 220 | 178 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 220 | 178 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 215 | 159 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 210 | 133 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 100 | 81 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 130 | 83 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 185 | 175 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 210 | 188 | ||
Fox Corp. | 4.709% | 1/25/29 | 305 | 298 | ||
Fox Corp. | 6.500% | 10/13/33 | 216 | 226 | ||
Fox Corp. | 5.476% | 1/25/39 | 215 | 203 | ||
Fox Corp. | 5.576% | 1/25/49 | 208 | 190 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 110 | 91 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 160 | 154 | ||
Meta Platforms Inc. | 3.500% | 8/15/27 | 347 | 333 | ||
Meta Platforms Inc. | 4.600% | 5/15/28 | 180 | 179 | ||
Meta Platforms Inc. | 4.800% | 5/15/30 | 265 | 264 | ||
Meta Platforms Inc. | 3.850% | 8/15/32 | 540 | 499 | ||
Meta Platforms Inc. | 4.950% | 5/15/33 | 275 | 275 | ||
Meta Platforms Inc. | 4.450% | 8/15/52 | 380 | 324 | ||
Meta Platforms Inc. | 5.600% | 5/15/53 | 365 | 370 | ||
Meta Platforms Inc. | 4.650% | 8/15/62 | 220 | 188 | ||
Meta Platforms Inc. | 5.750% | 5/15/63 | 305 | 312 | ||
Netflix Inc. | 4.375% | 11/15/26 | 175 | 172 | ||
Netflix Inc. | 4.875% | 4/15/28 | 205 | 203 | ||
Netflix Inc. | 5.875% | 11/15/28 | 315 | 324 | ||
Netflix Inc. | 6.375% | 5/15/29 | 100 | 105 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 140 | 136 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 135 | 113 | ||
Orange SA | 9.000% | 3/1/31 | 364 | 435 | ||
Orange SA | 5.375% | 1/13/42 | 160 | 154 | ||
Orange SA | 5.500% | 2/6/44 | 135 | 132 | ||
Paramount Global | 7.875% | 7/30/30 | 115 | 120 | ||
Paramount Global | 4.950% | 1/15/31 | 400 | 358 | ||
Paramount Global | 4.200% | 5/19/32 | 245 | 204 | ||
Paramount Global | 6.875% | 4/30/36 | 165 | 158 | ||
Paramount Global | 4.375% | 3/15/43 | 135 | 92 | ||
Paramount Global | 5.850% | 9/1/43 | 125 | 102 | ||
Paramount Global | 4.950% | 5/19/50 | 160 | 115 | ||
Rogers Communications Inc. | 3.200% | 3/15/27 | 185 | 175 | ||
Rogers Communications Inc. | 5.000% | 2/15/29 | 85 | 84 | ||
Rogers Communications Inc. | 3.800% | 3/15/32 | 345 | 306 | ||
Rogers Communications Inc. | 5.300% | 2/15/34 | 200 | 195 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 145 | 130 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 135 | 106 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 170 | 135 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 185 | 131 | ||
Rogers Communications Inc. | 4.550% | 3/15/52 | 290 | 236 | ||
Sprint Capital Corp. | 6.875% | 11/15/28 | 325 | 344 | ||
Sprint Capital Corp. | 8.750% | 3/15/32 | 325 | 389 | ||
Sprint LLC | 7.625% | 3/1/26 | 210 | 216 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 315 | 305 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 235 | 255 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 375 | 334 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 145 | 123 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 230 | 213 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 230 | 260 | ||
TELUS Corp. | 3.400% | 5/13/32 | 170 | 147 | ||
TELUS Corp. | 4.600% | 11/16/48 | 75 | 63 | ||
Time Warner Cable Enterprises LLC | 8.375% | 7/15/33 | 200 | 221 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 275 | 260 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 165 | 167 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 175 | 169 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 200 | 173 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Time Warner Cable LLC | 5.500% | 9/1/41 | 185 | 154 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 235 | 172 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 270 | 253 | ||
T-Mobile USA Inc. | 2.250% | 2/15/26 | 256 | 242 | ||
T-Mobile USA Inc. | 2.625% | 4/15/26 | 155 | 147 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 525 | 503 | ||
T-Mobile USA Inc. | 4.750% | 2/1/28 | 210 | 206 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 300 | 268 | ||
T-Mobile USA Inc. | 4.950% | 3/15/28 | 145 | 143 | ||
T-Mobile USA Inc. | 4.800% | 7/15/28 | 160 | 157 | ||
T-Mobile USA Inc. | 2.625% | 2/15/29 | 60 | 53 | ||
T-Mobile USA Inc. | 3.375% | 4/15/29 | 330 | 303 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 880 | 818 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 370 | 312 | ||
T-Mobile USA Inc. | 2.875% | 2/15/31 | 205 | 177 | ||
T-Mobile USA Inc. | 3.500% | 4/15/31 | 410 | 366 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 200 | 162 | ||
T-Mobile USA Inc. | 2.700% | 3/15/32 | 190 | 158 | ||
T-Mobile USA Inc. | 5.200% | 1/15/33 | 370 | 364 | ||
T-Mobile USA Inc. | 5.050% | 7/15/33 | 405 | 394 | ||
T-Mobile USA Inc. | 5.750% | 1/15/34 | 180 | 184 | ||
T-Mobile USA Inc. | 5.150% | 4/15/34 | 105 | 103 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 245 | 213 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 395 | 283 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 450 | 375 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 570 | 384 | ||
T-Mobile USA Inc. | 3.400% | 10/15/52 | 290 | 197 | ||
T-Mobile USA Inc. | 5.650% | 1/15/53 | 295 | 290 | ||
T-Mobile USA Inc. | 5.750% | 1/15/54 | 140 | 139 | ||
T-Mobile USA Inc. | 6.000% | 6/15/54 | 170 | 175 | ||
T-Mobile USA Inc. | 5.500% | 1/15/55 | 170 | 163 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 250 | 168 | ||
T-Mobile USA Inc. | 5.800% | 9/15/62 | 100 | 100 | ||
1 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 175 | 170 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 124 | 120 | ||
1 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 195 | 182 | |
1 | TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 115 | 109 | |
1 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 120 | 100 | |
VeriSign Inc. | 2.700% | 6/15/31 | 125 | 104 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 310 | 291 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 254 | 237 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 270 | 256 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 590 | 575 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 90 | 85 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 380 | 340 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 590 | 572 | ||
Verizon Communications Inc. | 3.875% | 2/8/29 | 145 | 137 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 620 | 585 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 340 | 305 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 130 | 105 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 320 | 258 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 323 | 259 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 507 | 427 | ||
Verizon Communications Inc. | 2.355% | 3/15/32 | 597 | 485 | ||
Verizon Communications Inc. | 5.050% | 5/9/33 | 300 | 295 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 270 | 253 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 252 | 232 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 100 | 90 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 200 | 196 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 205 | 189 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 440 | 303 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 755 | 577 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 190 | 133 | ||
Verizon Communications Inc. | 6.550% | 9/15/43 | 140 | 155 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 145 | 118 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 320 | 292 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 210 | 180 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 215 | 168 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 300 | 189 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 585 | 418 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Verizon Communications Inc. | 3.875% | 3/1/52 | 300 | 227 | ||
Verizon Communications Inc. | 5.500% | 2/23/54 | 140 | 136 | ||
Verizon Communications Inc. | 5.012% | 8/21/54 | 175 | 159 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 540 | 329 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 395 | 236 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 535 | 376 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 50 | 49 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 190 | 198 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 180 | 152 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 185 | 172 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 305 | 265 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 365 | 286 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 232 | 220 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 220 | 201 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 290 | 250 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 200 | 188 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 290 | 252 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 155 | 168 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 135 | 147 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 230 | 257 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 145 | 134 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 375 | 298 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 365 | 231 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 230 | 207 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 415 | 308 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 160 | 118 | ||
Warnermedia Holdings Inc. | 6.412% | 3/15/26 | 25 | 25 | ||
Warnermedia Holdings Inc. | 3.755% | 3/15/27 | 600 | 569 | ||
Warnermedia Holdings Inc. | 4.054% | 3/15/29 | 230 | 212 | ||
Warnermedia Holdings Inc. | 4.279% | 3/15/32 | 735 | 643 | ||
Warnermedia Holdings Inc. | 5.050% | 3/15/42 | 675 | 558 | ||
Warnermedia Holdings Inc. | 5.141% | 3/15/52 | 1,065 | 840 | ||
Warnermedia Holdings Inc. | 5.391% | 3/15/62 | 450 | 354 | ||
Weibo Corp. | 3.375% | 7/8/30 | 230 | 201 | ||
70,653 | ||||||
Consumer Discretionary (7.5%) | ||||||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 310 | 292 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 245 | 202 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 185 | 158 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 210 | 143 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 290 | 232 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 225 | 145 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 180 | 144 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 90 | 56 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 140 | 134 | ||
Amazon.com Inc. | 4.600% | 12/1/25 | 260 | 258 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 130 | 130 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 420 | 389 | ||
Amazon.com Inc. | 3.300% | 4/13/27 | 205 | 196 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 305 | 274 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 555 | 526 | ||
Amazon.com Inc. | 4.550% | 12/1/27 | 325 | 322 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 260 | 231 | ||
Amazon.com Inc. | 3.450% | 4/13/29 | 215 | 203 | ||
Amazon.com Inc. | 4.650% | 12/1/29 | 215 | 214 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 390 | 323 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 415 | 347 | ||
Amazon.com Inc. | 3.600% | 4/13/32 | 335 | 306 | ||
Amazon.com Inc. | 4.700% | 12/1/32 | 325 | 320 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 200 | 198 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 440 | 386 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 265 | 196 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 235 | 228 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 555 | 463 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 330 | 200 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 440 | 301 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 390 | 313 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 453 | 377 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 353 | 207 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Amazon.com Inc. | 3.250% | 5/12/61 | 245 | 162 | ||
Amazon.com Inc. | 4.100% | 4/13/62 | 170 | 136 | ||
1 | American Honda Finance Corp. | 1.200% | 7/8/25 | 170 | 162 | |
1 | American Honda Finance Corp. | 1.000% | 9/10/25 | 160 | 151 | |
1 | American Honda Finance Corp. | 5.800% | 10/3/25 | 205 | 206 | |
1 | American Honda Finance Corp. | 4.950% | 1/9/26 | 100 | 100 | |
1 | American Honda Finance Corp. | 5.250% | 7/7/26 | 115 | 115 | |
1 | American Honda Finance Corp. | 2.000% | 3/24/28 | 160 | 143 | |
1 | American Honda Finance Corp. | 5.125% | 7/7/28 | 105 | 105 | |
American Honda Finance Corp. | 5.650% | 11/15/28 | 100 | 102 | ||
American Honda Finance Corp. | 4.900% | 3/13/29 | 100 | 99 | ||
1 | American Honda Finance Corp. | 4.900% | 1/10/34 | 100 | 97 | |
Aptiv plc | 3.250% | 3/1/32 | 130 | 112 | ||
Aptiv plc | 3.100% | 12/1/51 | 255 | 157 | ||
Aptiv plc | 4.150% | 5/1/52 | 110 | 82 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 205 | 192 | ||
AutoZone Inc. | 4.750% | 8/1/32 | 105 | 100 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 105 | 97 | ||
eBay Inc. | 1.400% | 5/10/26 | 135 | 125 | ||
eBay Inc. | 3.600% | 6/5/27 | 195 | 187 | ||
eBay Inc. | 2.700% | 3/11/30 | 115 | 101 | ||
eBay Inc. | 2.600% | 5/10/31 | 135 | 115 | ||
eBay Inc. | 4.000% | 7/15/42 | 107 | 86 | ||
eBay Inc. | 3.650% | 5/10/51 | 150 | 107 | ||
Ford Motor Co. | 4.346% | 12/8/26 | 50 | 49 | ||
Ford Motor Co. | 7.450% | 7/16/31 | 148 | 159 | ||
Ford Motor Co. | 3.250% | 2/12/32 | 310 | 255 | ||
Ford Motor Co. | 6.100% | 8/19/32 | 280 | 279 | ||
Ford Motor Co. | 4.750% | 1/15/43 | 345 | 279 | ||
Ford Motor Co. | 5.291% | 12/8/46 | 195 | 169 | ||
Ford Motor Credit Co. LLC | 5.125% | 6/16/25 | 215 | 213 | ||
Ford Motor Credit Co. LLC | 4.134% | 8/4/25 | 280 | 274 | ||
Ford Motor Credit Co. LLC | 3.375% | 11/13/25 | 400 | 386 | ||
1 | Ford Motor Credit Co. LLC | 4.389% | 1/8/26 | 245 | 239 | |
Ford Motor Credit Co. LLC | 6.950% | 3/6/26 | 200 | 203 | ||
Ford Motor Credit Co. LLC | 6.950% | 6/10/26 | 210 | 214 | ||
Ford Motor Credit Co. LLC | 4.542% | 8/1/26 | 150 | 146 | ||
Ford Motor Credit Co. LLC | 2.700% | 8/10/26 | 210 | 196 | ||
Ford Motor Credit Co. LLC | 4.271% | 1/9/27 | 100 | 96 | ||
Ford Motor Credit Co. LLC | 5.800% | 3/5/27 | 200 | 200 | ||
Ford Motor Credit Co. LLC | 5.850% | 5/17/27 | 300 | 300 | ||
Ford Motor Credit Co. LLC | 4.950% | 5/28/27 | 245 | 239 | ||
Ford Motor Credit Co. LLC | 4.125% | 8/17/27 | 165 | 156 | ||
Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | 100 | 93 | ||
Ford Motor Credit Co. LLC | 7.350% | 11/4/27 | 275 | 286 | ||
Ford Motor Credit Co. LLC | 2.900% | 2/16/28 | 160 | 144 | ||
Ford Motor Credit Co. LLC | 6.800% | 5/12/28 | 275 | 283 | ||
Ford Motor Credit Co. LLC | 6.798% | 11/7/28 | 234 | 242 | ||
Ford Motor Credit Co. LLC | 2.900% | 2/10/29 | 110 | 96 | ||
Ford Motor Credit Co. LLC | 5.800% | 3/8/29 | 240 | 239 | ||
Ford Motor Credit Co. LLC | 5.113% | 5/3/29 | 460 | 443 | ||
Ford Motor Credit Co. LLC | 7.350% | 3/6/30 | 175 | 184 | ||
Ford Motor Credit Co. LLC | 7.200% | 6/10/30 | 150 | 157 | ||
Ford Motor Credit Co. LLC | 4.000% | 11/13/30 | 245 | 217 | ||
Ford Motor Credit Co. LLC | 6.050% | 3/5/31 | 90 | 90 | ||
Ford Motor Credit Co. LLC | 3.625% | 6/17/31 | 200 | 171 | ||
Ford Motor Credit Co. LLC | 7.122% | 11/7/33 | 205 | 216 | ||
Ford Motor Credit Co. LLC | 6.125% | 3/8/34 | 200 | 197 | ||
General Motors Co. | 6.125% | 10/1/25 | 245 | 246 | ||
General Motors Co. | 4.200% | 10/1/27 | 200 | 192 | ||
General Motors Co. | 6.800% | 10/1/27 | 215 | 223 | ||
General Motors Co. | 5.000% | 10/1/28 | 130 | 128 | ||
General Motors Co. | 5.400% | 10/15/29 | 170 | 169 | ||
General Motors Co. | 5.600% | 10/15/32 | 185 | 184 | ||
General Motors Co. | 5.000% | 4/1/35 | 95 | 88 | ||
General Motors Co. | 6.600% | 4/1/36 | 205 | 215 | ||
General Motors Co. | 5.150% | 4/1/38 | 155 | 142 | ||
General Motors Co. | 6.250% | 10/2/43 | 175 | 174 | ||
General Motors Co. | 5.200% | 4/1/45 | 200 | 176 | ||
General Motors Co. | 6.750% | 4/1/46 | 145 | 152 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
General Motors Co. | 5.400% | 4/1/48 | 105 | 93 | ||
General Motors Co. | 5.950% | 4/1/49 | 130 | 125 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 75 | 73 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 95 | 94 | ||
General Motors Financial Co. Inc. | 6.050% | 10/10/25 | 110 | 111 | ||
General Motors Financial Co. Inc. | 1.250% | 1/8/26 | 250 | 234 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 215 | 214 | ||
General Motors Financial Co. Inc. | 5.400% | 4/6/26 | 230 | 229 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 330 | 305 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 150 | 145 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 105 | 102 | ||
General Motors Financial Co. Inc. | 2.350% | 2/26/27 | 50 | 46 | ||
General Motors Financial Co. Inc. | 5.000% | 4/9/27 | 170 | 168 | ||
General Motors Financial Co. Inc. | 5.400% | 5/8/27 | 230 | 230 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 135 | 124 | ||
General Motors Financial Co. Inc. | 6.000% | 1/9/28 | 210 | 213 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 155 | 138 | ||
General Motors Financial Co. Inc. | 5.800% | 6/23/28 | 205 | 207 | ||
General Motors Financial Co. Inc. | 2.400% | 10/15/28 | 155 | 136 | ||
General Motors Financial Co. Inc. | 5.800% | 1/7/29 | 225 | 227 | ||
General Motors Financial Co. Inc. | 4.300% | 4/6/29 | 155 | 147 | ||
General Motors Financial Co. Inc. | 5.550% | 7/15/29 | 210 | 209 | ||
General Motors Financial Co. Inc. | 5.850% | 4/6/30 | 130 | 131 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 100 | 89 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 140 | 114 | ||
General Motors Financial Co. Inc. | 5.750% | 2/8/31 | 60 | 60 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 145 | 119 | ||
General Motors Financial Co. Inc. | 3.100% | 1/12/32 | 170 | 142 | ||
General Motors Financial Co. Inc. | 6.400% | 1/9/33 | 235 | 243 | ||
General Motors Financial Co. Inc. | 6.100% | 1/7/34 | 265 | 267 | ||
General Motors Financial Co. Inc. | 5.950% | 4/4/34 | 200 | 199 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 150 | 137 | ||
Home Depot Inc. | 3.350% | 9/15/25 | 125 | 122 | ||
Home Depot Inc. | 4.000% | 9/15/25 | 140 | 138 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 185 | 178 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 40 | 38 | ||
Home Depot Inc. | 4.950% | 9/30/26 | 100 | 100 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 105 | 98 | ||
Home Depot Inc. | 2.875% | 4/15/27 | 140 | 132 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 120 | 112 | ||
Home Depot Inc. | 1.500% | 9/15/28 | 195 | 170 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 115 | 111 | ||
Home Depot Inc. | 4.900% | 4/15/29 | 60 | 60 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 260 | 237 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 180 | 159 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 170 | 134 | ||
Home Depot Inc. | 1.875% | 9/15/31 | 240 | 194 | ||
Home Depot Inc. | 3.250% | 4/15/32 | 195 | 172 | ||
Home Depot Inc. | 4.500% | 9/15/32 | 200 | 193 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 398 | 419 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 261 | 203 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 185 | 195 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 115 | 97 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 150 | 138 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 115 | 99 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 225 | 188 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 210 | 165 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 230 | 198 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 160 | 108 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 265 | 186 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 135 | 77 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 130 | 80 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 310 | 227 | ||
Home Depot Inc. | 4.950% | 9/15/52 | 145 | 133 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 210 | 148 | ||
Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 120 | 112 | ||
Honda Motor Co. Ltd. | 2.967% | 3/10/32 | 105 | 92 | ||
Lennar Corp. | 4.750% | 11/29/27 | 100 | 99 | ||
Lowe's Cos. Inc. | 4.400% | 9/8/25 | 265 | 262 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 135 | 132 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lowe's Cos. Inc. | 4.800% | 4/1/26 | 80 | 79 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 195 | 186 | ||
Lowe's Cos. Inc. | 3.350% | 4/1/27 | 50 | 48 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 265 | 251 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 135 | 117 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 195 | 170 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 231 | 216 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 230 | 223 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 195 | 158 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 210 | 178 | ||
Lowe's Cos. Inc. | 3.750% | 4/1/32 | 225 | 203 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/33 | 170 | 167 | ||
Lowe's Cos. Inc. | 5.150% | 7/1/33 | 170 | 168 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 140 | 96 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 180 | 133 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 250 | 194 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 300 | 187 | ||
Lowe's Cos. Inc. | 4.250% | 4/1/52 | 195 | 153 | ||
Lowe's Cos. Inc. | 5.625% | 4/15/53 | 235 | 227 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 175 | 136 | ||
Lowe's Cos. Inc. | 5.800% | 9/15/62 | 160 | 155 | ||
Magna International Inc. | 2.450% | 6/15/30 | 115 | 98 | ||
1 | Marriott International Inc. | 3.125% | 6/15/26 | 105 | 100 | |
Marriott International Inc. | 5.000% | 10/15/27 | 150 | 149 | ||
Marriott International Inc. | 4.900% | 4/15/29 | 100 | 98 | ||
Marriott International Inc. | 4.875% | 5/15/29 | 50 | 49 | ||
1 | Marriott International Inc. | 4.625% | 6/15/30 | 170 | 164 | |
1 | Marriott International Inc. | 2.850% | 4/15/31 | 170 | 144 | |
1 | Marriott International Inc. | 3.500% | 10/15/32 | 195 | 168 | |
Marriott International Inc. | 5.300% | 5/15/34 | 100 | 98 | ||
1 | McDonald's Corp. | 3.300% | 7/1/25 | 138 | 135 | |
1 | McDonald's Corp. | 3.700% | 1/30/26 | 250 | 244 | |
1 | McDonald's Corp. | 3.500% | 3/1/27 | 135 | 130 | |
1 | McDonald's Corp. | 3.500% | 7/1/27 | 195 | 186 | |
1 | McDonald's Corp. | 3.800% | 4/1/28 | 190 | 182 | |
1 | McDonald's Corp. | 2.625% | 9/1/29 | 154 | 137 | |
1 | McDonald's Corp. | 2.125% | 3/1/30 | 60 | 51 | |
1 | McDonald's Corp. | 3.600% | 7/1/30 | 105 | 97 | |
1 | McDonald's Corp. | 4.600% | 9/9/32 | 85 | 82 | |
1 | McDonald's Corp. | 4.700% | 12/9/35 | 190 | 179 | |
1 | McDonald's Corp. | 6.300% | 10/15/37 | 205 | 219 | |
1 | McDonald's Corp. | 6.300% | 3/1/38 | 170 | 182 | |
1 | McDonald's Corp. | 4.875% | 12/9/45 | 195 | 176 | |
1 | McDonald's Corp. | 4.450% | 3/1/47 | 150 | 126 | |
1 | McDonald's Corp. | 4.450% | 9/1/48 | 122 | 103 | |
1 | McDonald's Corp. | 3.625% | 9/1/49 | 275 | 200 | |
1 | McDonald's Corp. | 4.200% | 4/1/50 | 100 | 80 | |
1 | McDonald's Corp. | 5.150% | 9/9/52 | 160 | 148 | |
McDonald's Corp. | 5.450% | 8/14/53 | 80 | 78 | ||
Mercedes-Benz Finance North America LLC | 8.500% | 1/18/31 | 240 | 286 | ||
NIKE Inc. | 2.375% | 11/1/26 | 190 | 179 | ||
NIKE Inc. | 2.750% | 3/27/27 | 194 | 183 | ||
NIKE Inc. | 2.850% | 3/27/30 | 215 | 193 | ||
NIKE Inc. | 3.250% | 3/27/40 | 140 | 109 | ||
NIKE Inc. | 3.875% | 11/1/45 | 175 | 141 | ||
NIKE Inc. | 3.375% | 3/27/50 | 253 | 183 | ||
NVR Inc. | 3.000% | 5/15/30 | 117 | 103 | ||
O'Reilly Automotive Inc. | 5.750% | 11/20/26 | 100 | 101 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 160 | 152 | ||
O'Reilly Automotive Inc. | 4.700% | 6/15/32 | 120 | 115 | ||
Owens Corning | 5.700% | 6/15/34 | 120 | 121 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 180 | 159 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 125 | 106 | ||
Stanley Black & Decker Inc. | 2.750% | 11/15/50 | 150 | 86 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 170 | 167 | ||
Starbucks Corp. | 4.750% | 2/15/26 | 90 | 89 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 130 | 125 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 160 | 149 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 95 | 81 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 210 | 180 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Starbucks Corp. | 3.000% | 2/14/32 | 175 | 151 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 130 | 108 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 165 | 136 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 185 | 130 | ||
Tapestry Inc. | 7.000% | 11/27/26 | 125 | 128 | ||
Tapestry Inc. | 7.350% | 11/27/28 | 155 | 161 | ||
Tapestry Inc. | 7.700% | 11/27/30 | 130 | 136 | ||
Tapestry Inc. | 7.850% | 11/27/33 | 185 | 195 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 165 | 155 | ||
Tractor Supply Co. | 5.250% | 5/15/33 | 85 | 84 | ||
VF Corp. | 2.950% | 4/23/30 | 85 | 69 | ||
43,138 | ||||||
Consumer Staples (3.7%) | ||||||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 175 | 149 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 225 | 217 | ||
Campbell Soup Co. | 5.400% | 3/21/34 | 100 | 99 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 155 | 149 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 250 | 227 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 220 | 196 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 270 | 235 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 190 | 167 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 175 | 162 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 120 | 100 | ||
Coca-Cola Co. | 2.000% | 3/5/31 | 145 | 121 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 250 | 199 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 260 | 217 | ||
Coca-Cola Co. | 5.000% | 5/13/34 | 50 | 50 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 190 | 133 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 95 | 70 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 233 | 144 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 175 | 118 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 265 | 160 | ||
Coca-Cola Co. | 5.300% | 5/13/54 | 245 | 242 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 300 | 180 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 50 | 44 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 260 | 257 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 105 | 92 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 190 | 186 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 145 | 135 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 160 | 147 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 125 | 114 | ||
Dollar General Corp. | 5.450% | 7/5/33 | 135 | 134 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 160 | 153 | ||
Dollar Tree Inc. | 2.650% | 12/1/31 | 140 | 116 | ||
General Mills Inc. | 3.200% | 2/10/27 | 35 | 33 | ||
General Mills Inc. | 4.200% | 4/17/28 | 254 | 246 | ||
General Mills Inc. | 2.875% | 4/15/30 | 135 | 119 | ||
General Mills Inc. | 4.950% | 3/29/33 | 200 | 194 | ||
Haleon US Capital LLC | 3.375% | 3/24/27 | 250 | 238 | ||
Haleon US Capital LLC | 3.375% | 3/24/29 | 320 | 295 | ||
Haleon US Capital LLC | 3.625% | 3/24/32 | 265 | 236 | ||
Haleon US Capital LLC | 4.000% | 3/24/52 | 105 | 83 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 210 | 185 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 130 | 108 | ||
J M Smucker Co. | 5.900% | 11/15/28 | 60 | 62 | ||
J M Smucker Co. | 6.200% | 11/15/33 | 150 | 157 | ||
J M Smucker Co. | 6.500% | 11/15/43 | 90 | 95 | ||
J M Smucker Co. | 6.500% | 11/15/53 | 175 | 187 | ||
JBS USA Holding Lux Sarl | 2.500% | 1/15/27 | 120 | 111 | ||
JBS USA Holding Lux Sarl | 5.125% | 2/1/28 | 135 | 133 | ||
JBS USA Holding Lux Sarl | 5.500% | 1/15/30 | 295 | 289 | ||
JBS USA Holding Lux Sarl | 3.625% | 1/15/32 | 270 | 232 | ||
JBS USA Holding Lux Sarl | 3.000% | 5/15/32 | 130 | 106 | ||
JBS USA Holding Lux Sarl | 5.750% | 4/1/33 | 300 | 296 | ||
2 | JBS USA Holding Lux Sarl | 6.750% | 3/15/34 | 265 | 279 | |
JBS USA Holding Lux Sarl | 4.375% | 2/2/52 | 85 | 63 | ||
JBS USA Holding Lux Sarl | 6.500% | 12/1/52 | 185 | 185 | ||
2 | JBS USA Holding Lux Sarl | 7.250% | 11/15/53 | 145 | 158 | |
Kellanova | 3.250% | 4/1/26 | 140 | 135 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kenvue Inc. | 5.050% | 3/22/28 | 125 | 125 | ||
Kenvue Inc. | 5.000% | 3/22/30 | 35 | 35 | ||
Kenvue Inc. | 4.900% | 3/22/33 | 200 | 197 | ||
Kenvue Inc. | 5.100% | 3/22/43 | 95 | 92 | ||
Kenvue Inc. | 5.050% | 3/22/53 | 240 | 225 | ||
Kenvue Inc. | 5.200% | 3/22/63 | 140 | 132 | ||
1 | Keurig Dr Pepper Inc. | 5.100% | 3/15/27 | 125 | 125 | |
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 155 | 152 | ||
Keurig Dr Pepper Inc. | 5.050% | 3/15/29 | 125 | 124 | ||
Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | 165 | 156 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 95 | 85 | ||
Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | 120 | 111 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 70 | 52 | ||
Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | 205 | 171 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 165 | 150 | ||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 210 | 201 | ||
Kraft Heinz Foods Co. | 3.875% | 5/15/27 | 185 | 179 | ||
Kraft Heinz Foods Co. | 6.875% | 1/26/39 | 115 | 127 | ||
Kraft Heinz Foods Co. | 5.000% | 6/4/42 | 190 | 173 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 260 | 240 | ||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 505 | 414 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 235 | 205 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 95 | 90 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 209 | 206 | ||
Mondelez International Inc. | 2.625% | 3/17/27 | 50 | 47 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 97 | 85 | ||
Mondelez International Inc. | 3.000% | 3/17/32 | 115 | 99 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 140 | 84 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 75 | 72 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 80 | 75 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 220 | 207 | ||
PepsiCo Inc. | 3.600% | 2/18/28 | 140 | 134 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 150 | 133 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 140 | 117 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 205 | 164 | ||
PepsiCo Inc. | 1.950% | 10/21/31 | 175 | 143 | ||
PepsiCo Inc. | 3.900% | 7/18/32 | 130 | 121 | ||
PepsiCo Inc. | 4.450% | 2/15/33 | 130 | 129 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 160 | 112 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 160 | 141 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 125 | 94 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 150 | 99 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 235 | 178 | ||
PepsiCo Inc. | 2.750% | 10/21/51 | 135 | 85 | ||
Pilgrim's Pride Corp. | 4.250% | 4/15/31 | 300 | 270 | ||
Pilgrim's Pride Corp. | 3.500% | 3/1/32 | 215 | 181 | ||
Pilgrim's Pride Corp. | 6.250% | 7/1/33 | 10 | 10 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 320 | 301 | ||
Procter & Gamble Co. | 1.000% | 4/23/26 | 390 | 363 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 90 | 85 | ||
Procter & Gamble Co. | 1.900% | 2/1/27 | 115 | 107 | ||
Procter & Gamble Co. | 2.850% | 8/11/27 | 145 | 137 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 220 | 201 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 205 | 165 | ||
Procter & Gamble Co. | 1.950% | 4/23/31 | 170 | 143 | ||
Procter & Gamble Co. | 2.300% | 2/1/32 | 110 | 93 | ||
Procter & Gamble Co. | 4.050% | 1/26/33 | 155 | 147 | ||
Procter & Gamble Co. | 4.550% | 1/29/34 | 30 | 29 | ||
Sysco Corp. | 3.750% | 10/1/25 | 35 | 34 | ||
Sysco Corp. | 3.300% | 7/15/26 | 105 | 101 | ||
Sysco Corp. | 3.250% | 7/15/27 | 165 | 156 | ||
Sysco Corp. | 5.950% | 4/1/30 | 192 | 199 | ||
Sysco Corp. | 6.600% | 4/1/50 | 200 | 223 | ||
Sysco Corp. | 3.150% | 12/14/51 | 170 | 111 | ||
Target Corp. | 2.500% | 4/15/26 | 115 | 110 | ||
Target Corp. | 1.950% | 1/15/27 | 140 | 130 | ||
Target Corp. | 3.375% | 4/15/29 | 240 | 225 | ||
Target Corp. | 2.350% | 2/15/30 | 150 | 131 | ||
Target Corp. | 4.500% | 9/15/32 | 75 | 72 | ||
Target Corp. | 4.000% | 7/1/42 | 235 | 198 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Target Corp. | 2.950% | 1/15/52 | 180 | 116 | ||
Target Corp. | 4.800% | 1/15/53 | 130 | 118 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 375 | 366 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 330 | 314 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 150 | 144 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 130 | 105 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 145 | 126 | ||
Unilever Capital Corp. | 2.900% | 5/5/27 | 185 | 175 | ||
Unilever Capital Corp. | 3.500% | 3/22/28 | 230 | 219 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 100 | 87 | ||
Unilever Capital Corp. | 1.750% | 8/12/31 | 90 | 73 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 165 | 175 | ||
Unilever Capital Corp. | 5.000% | 12/8/33 | 110 | 110 | ||
21,074 | ||||||
Financials (43.4%) | ||||||
1 | Aegon Ltd. | 5.500% | 4/11/48 | 185 | 178 | |
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 210 | 212 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 130 | 122 | ||
AerCap Ireland Capital DAC | 2.450% | 10/29/26 | 405 | 377 | ||
AerCap Ireland Capital DAC | 6.100% | 1/15/27 | 160 | 162 | ||
AerCap Ireland Capital DAC | 6.450% | 4/15/27 | 240 | 246 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 265 | 251 | ||
AerCap Ireland Capital DAC | 5.750% | 6/6/28 | 238 | 240 | ||
AerCap Ireland Capital DAC | 3.000% | 10/29/28 | 560 | 506 | ||
AerCap Ireland Capital DAC | 6.150% | 9/30/30 | 145 | 149 | ||
AerCap Ireland Capital DAC | 3.300% | 1/30/32 | 610 | 520 | ||
AerCap Ireland Capital DAC | 3.400% | 10/29/33 | 215 | 179 | ||
AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 255 | 199 | ||
Aflac Inc. | 3.600% | 4/1/30 | 115 | 106 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 140 | 137 | ||
1 | Air Lease Corp. | 2.875% | 1/15/26 | 310 | 296 | |
1 | Air Lease Corp. | 3.750% | 6/1/26 | 110 | 106 | |
Air Lease Corp. | 1.875% | 8/15/26 | 140 | 129 | ||
Air Lease Corp. | 2.200% | 1/15/27 | 275 | 253 | ||
Air Lease Corp. | 3.125% | 12/1/30 | 110 | 96 | ||
1 | Air Lease Corp. | 2.875% | 1/15/32 | 65 | 54 | |
Allstate Corp. | 5.250% | 3/30/33 | 215 | 213 | ||
Ally Financial Inc. | 4.750% | 6/9/27 | 75 | 73 | ||
Ally Financial Inc. | 7.100% | 11/15/27 | 105 | 109 | ||
Ally Financial Inc. | 2.200% | 11/2/28 | 175 | 151 | ||
Ally Financial Inc. | 6.992% | 6/13/29 | 115 | 119 | ||
Ally Financial Inc. | 6.848% | 1/3/30 | 160 | 164 | ||
1 | Ally Financial Inc. | 8.000% | 11/1/31 | 288 | 315 | |
American Express Co. | 3.950% | 8/1/25 | 280 | 275 | ||
American Express Co. | 4.200% | 11/6/25 | 175 | 172 | ||
American Express Co. | 4.900% | 2/13/26 | 170 | 169 | ||
American Express Co. | 4.990% | 5/1/26 | 125 | 124 | ||
American Express Co. | 3.125% | 5/20/26 | 220 | 211 | ||
American Express Co. | 6.338% | 10/30/26 | 95 | 96 | ||
American Express Co. | 1.650% | 11/4/26 | 185 | 170 | ||
American Express Co. | 2.550% | 3/4/27 | 395 | 368 | ||
American Express Co. | 5.645% | 4/23/27 | 205 | 206 | ||
American Express Co. | 3.300% | 5/3/27 | 392 | 373 | ||
American Express Co. | 5.389% | 7/28/27 | 160 | 160 | ||
American Express Co. | 5.850% | 11/5/27 | 250 | 256 | ||
American Express Co. | 5.098% | 2/16/28 | 320 | 318 | ||
American Express Co. | 4.050% | 5/3/29 | 315 | 302 | ||
American Express Co. | 5.282% | 7/27/29 | 236 | 236 | ||
American Express Co. | 5.532% | 4/25/30 | 180 | 182 | ||
American Express Co. | 6.489% | 10/30/31 | 125 | 133 | ||
American Express Co. | 4.989% | 5/26/33 | 150 | 144 | ||
American Express Co. | 4.420% | 8/3/33 | 130 | 122 | ||
American Express Co. | 5.043% | 5/1/34 | 169 | 165 | ||
American Express Co. | 4.050% | 12/3/42 | 145 | 122 | ||
American International Group Inc. | 5.125% | 3/27/33 | 85 | 83 | ||
American International Group Inc. | 4.800% | 7/10/45 | 100 | 91 | ||
American International Group Inc. | 4.750% | 4/1/48 | 120 | 107 | ||
1 | American International Group Inc. | 5.750% | 4/1/48 | 45 | 44 | |
American International Group Inc. | 4.375% | 6/30/50 | 170 | 142 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Ameriprise Financial Inc. | 5.150% | 5/15/33 | 145 | 145 | ||
Aon Corp. | 3.750% | 5/2/29 | 90 | 84 | ||
Aon Corp. | 2.800% | 5/15/30 | 185 | 161 | ||
Aon Corp. | 5.350% | 2/28/33 | 115 | 113 | ||
Aon Corp. | 3.900% | 2/28/52 | 135 | 99 | ||
Aon Global Ltd. | 3.875% | 12/15/25 | 254 | 248 | ||
Aon North America Inc. | 5.150% | 3/1/29 | 150 | 149 | ||
Aon North America Inc. | 5.450% | 3/1/34 | 270 | 268 | ||
Aon North America Inc. | 5.750% | 3/1/54 | 310 | 305 | ||
Apollo Global Management Inc. | 5.800% | 5/21/54 | 175 | 173 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 165 | 120 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 200 | 136 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 180 | 173 | ||
Athene Holding Ltd. | 6.250% | 4/1/54 | 175 | 176 | ||
Australia & New Zealand Banking Group Ltd. | 5.375% | 7/3/25 | 250 | 250 | ||
Australia & New Zealand Banking Group Ltd. | 5.671% | 10/3/25 | 245 | 246 | ||
1 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 180 | 176 | |
Australia & New Zealand Banking Group Ltd. | 5.088% | 12/8/25 | 95 | 95 | ||
Australia & New Zealand Banking Group Ltd. | 5.000% | 3/18/26 | 280 | 279 | ||
AXA SA | 8.600% | 12/15/30 | 85 | 99 | ||
Banco Bilbao Vizcaya Argentaria SA | 1.125% | 9/18/25 | 175 | 165 | ||
Banco Bilbao Vizcaya Argentaria SA | 5.862% | 9/14/26 | 75 | 75 | ||
Banco Bilbao Vizcaya Argentaria SA | 6.138% | 9/14/28 | 160 | 163 | ||
Banco Bilbao Vizcaya Argentaria SA | 5.381% | 3/13/29 | 200 | 200 | ||
Banco Bilbao Vizcaya Argentaria SA | 7.883% | 11/15/34 | 120 | 132 | ||
Banco Bilbao Vizcaya Argentaria SA | 6.033% | 3/13/35 | 115 | 115 | ||
Banco Santander SA | 5.147% | 8/18/25 | 275 | 273 | ||
Banco Santander SA | 5.179% | 11/19/25 | 210 | 208 | ||
Banco Santander SA | 1.849% | 3/25/26 | 195 | 182 | ||
Banco Santander SA | 4.250% | 4/11/27 | 255 | 246 | ||
Banco Santander SA | 5.294% | 8/18/27 | 390 | 387 | ||
Banco Santander SA | 1.722% | 9/14/27 | 125 | 114 | ||
Banco Santander SA | 6.527% | 11/7/27 | 80 | 82 | ||
Banco Santander SA | 3.800% | 2/23/28 | 205 | 193 | ||
Banco Santander SA | 4.175% | 3/24/28 | 185 | 178 | ||
Banco Santander SA | 4.379% | 4/12/28 | 255 | 244 | ||
Banco Santander SA | 5.588% | 8/8/28 | 145 | 146 | ||
Banco Santander SA | 6.607% | 11/7/28 | 245 | 257 | ||
Banco Santander SA | 3.306% | 6/27/29 | 160 | 146 | ||
Banco Santander SA | 5.538% | 3/14/30 | 200 | 199 | ||
Banco Santander SA | 3.490% | 5/28/30 | 160 | 143 | ||
Banco Santander SA | 2.749% | 12/3/30 | 325 | 270 | ||
Banco Santander SA | 2.958% | 3/25/31 | 165 | 141 | ||
Banco Santander SA | 3.225% | 11/22/32 | 165 | 137 | ||
Banco Santander SA | 6.921% | 8/8/33 | 245 | 258 | ||
Banco Santander SA | 6.938% | 11/7/33 | 210 | 229 | ||
Banco Santander SA | 6.350% | 3/14/34 | 200 | 201 | ||
1 | Bank of America Corp. | 3.875% | 8/1/25 | 410 | 403 | |
1 | Bank of America Corp. | 4.450% | 3/3/26 | 385 | 378 | |
1 | Bank of America Corp. | 3.500% | 4/19/26 | 365 | 354 | |
1 | Bank of America Corp. | 1.319% | 6/19/26 | 468 | 447 | |
1 | Bank of America Corp. | 4.827% | 7/22/26 | 365 | 361 | |
1 | Bank of America Corp. | 4.250% | 10/22/26 | 353 | 344 | |
1 | Bank of America Corp. | 1.197% | 10/24/26 | 450 | 423 | |
Bank of America Corp. | 5.080% | 1/20/27 | 445 | 442 | ||
1 | Bank of America Corp. | 1.658% | 3/11/27 | 440 | 411 | |
1 | Bank of America Corp. | 3.559% | 4/23/27 | 400 | 386 | |
Bank of America Corp. | 1.734% | 7/22/27 | 850 | 785 | ||
Bank of America Corp. | 5.933% | 9/15/27 | 300 | 303 | ||
1 | Bank of America Corp. | 3.248% | 10/21/27 | 449 | 424 | |
1 | Bank of America Corp. | 4.183% | 11/25/27 | 295 | 284 | |
1 | Bank of America Corp. | 3.824% | 1/20/28 | 290 | 279 | |
1 | Bank of America Corp. | 2.551% | 2/4/28 | 370 | 344 | |
1 | Bank of America Corp. | 3.705% | 4/24/28 | 235 | 224 | |
Bank of America Corp. | 4.376% | 4/27/28 | 360 | 350 | ||
1 | Bank of America Corp. | 3.593% | 7/21/28 | 290 | 275 | |
1 | Bank of America Corp. | 4.948% | 7/22/28 | 450 | 445 | |
Bank of America Corp. | 6.204% | 11/10/28 | 360 | 370 | ||
1 | Bank of America Corp. | 3.419% | 12/20/28 | 893 | 836 | |
1 | Bank of America Corp. | 3.970% | 3/5/29 | 285 | 271 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bank of America Corp. | 5.202% | 4/25/29 | 485 | 482 | ||
1 | Bank of America Corp. | 2.087% | 6/14/29 | 540 | 476 | |
1 | Bank of America Corp. | 4.271% | 7/23/29 | 578 | 555 | |
Bank of America Corp. | 5.819% | 9/15/29 | 390 | 397 | ||
1 | Bank of America Corp. | 3.974% | 2/7/30 | 420 | 396 | |
1 | Bank of America Corp. | 3.194% | 7/23/30 | 325 | 293 | |
1 | Bank of America Corp. | 2.884% | 10/22/30 | 335 | 296 | |
1 | Bank of America Corp. | 2.496% | 2/13/31 | 450 | 386 | |
1 | Bank of America Corp. | 2.592% | 4/29/31 | 475 | 407 | |
1 | Bank of America Corp. | 1.898% | 7/23/31 | 425 | 347 | |
1 | Bank of America Corp. | 1.922% | 10/24/31 | 330 | 267 | |
1 | Bank of America Corp. | 2.651% | 3/11/32 | 285 | 239 | |
Bank of America Corp. | 2.687% | 4/22/32 | 640 | 538 | ||
Bank of America Corp. | 2.299% | 7/21/32 | 460 | 374 | ||
Bank of America Corp. | 2.572% | 10/20/32 | 440 | 363 | ||
1 | Bank of America Corp. | 2.972% | 2/4/33 | 490 | 413 | |
Bank of America Corp. | 4.571% | 4/27/33 | 705 | 662 | ||
1 | Bank of America Corp. | 5.015% | 7/22/33 | 700 | 682 | |
Bank of America Corp. | 5.288% | 4/25/34 | 730 | 719 | ||
Bank of America Corp. | 5.872% | 9/15/34 | 590 | 604 | ||
Bank of America Corp. | 5.468% | 1/23/35 | 910 | 905 | ||
Bank of America Corp. | 2.482% | 9/21/36 | 385 | 308 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 400 | 416 | ||
Bank of America Corp. | 3.846% | 3/8/37 | 335 | 294 | ||
1 | Bank of America Corp. | 4.244% | 4/24/38 | 340 | 300 | |
Bank of America Corp. | 7.750% | 5/14/38 | 150 | 179 | ||
1 | Bank of America Corp. | 4.078% | 4/23/40 | 275 | 233 | |
1 | Bank of America Corp. | 2.676% | 6/19/41 | 750 | 523 | |
1 | Bank of America Corp. | 5.875% | 2/7/42 | 240 | 252 | |
Bank of America Corp. | 3.311% | 4/22/42 | 515 | 390 | ||
1 | Bank of America Corp. | 5.000% | 1/21/44 | 325 | 308 | |
1 | Bank of America Corp. | 4.443% | 1/20/48 | 441 | 378 | |
1 | Bank of America Corp. | 3.946% | 1/23/49 | 135 | 107 | |
1 | Bank of America Corp. | 4.330% | 3/15/50 | 500 | 418 | |
1 | Bank of America Corp. | 4.083% | 3/20/51 | 770 | 614 | |
1 | Bank of America Corp. | 2.831% | 10/24/51 | 240 | 151 | |
1 | Bank of America Corp. | 3.483% | 3/13/52 | 135 | 97 | |
Bank of America Corp. | 2.972% | 7/21/52 | 365 | 238 | ||
Bank of America NA | 5.650% | 8/18/25 | 415 | 417 | ||
Bank of America NA | 5.526% | 8/18/26 | 380 | 382 | ||
1 | Bank of America NA | 6.000% | 10/15/36 | 225 | 234 | |
1 | Bank of Montreal | 3.700% | 6/7/25 | 235 | 231 | |
Bank of Montreal | 5.920% | 9/25/25 | 115 | 116 | ||
Bank of Montreal | 5.300% | 6/5/26 | 85 | 85 | ||
1 | Bank of Montreal | 1.250% | 9/15/26 | 225 | 205 | |
Bank of Montreal | 5.266% | 12/11/26 | 100 | 100 | ||
1 | Bank of Montreal | 0.949% | 1/22/27 | 195 | 181 | |
1 | Bank of Montreal | 2.650% | 3/8/27 | 235 | 220 | |
1 | Bank of Montreal | 4.700% | 9/14/27 | 200 | 197 | |
Bank of Montreal | 5.203% | 2/1/28 | 125 | 125 | ||
Bank of Montreal | 5.717% | 9/25/28 | 175 | 178 | ||
3 | Bank of Montreal | 5.511% | 6/4/31 | 115 | 115 | |
1 | Bank of Montreal | 3.803% | 12/15/32 | 170 | 159 | |
Bank of Montreal | 3.088% | 1/10/37 | 235 | 190 | ||
1 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 150 | 144 | |
Bank of New York Mellon Corp. | 4.414% | 7/24/26 | 205 | 203 | ||
1 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 85 | 80 | |
1 | Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 100 | 93 | |
Bank of New York Mellon Corp. | 4.947% | 4/26/27 | 155 | 154 | ||
1 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 145 | 138 | |
1 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 115 | 109 | |
1 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 245 | 234 | |
1 | Bank of New York Mellon Corp. | 3.850% | 4/28/28 | 250 | 240 | |
1 | Bank of New York Mellon Corp. | 5.802% | 10/25/28 | 130 | 132 | |
Bank of New York Mellon Corp. | 4.543% | 2/1/29 | 135 | 132 | ||
1 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 170 | 155 | |
1 | Bank of New York Mellon Corp. | 6.317% | 10/25/29 | 167 | 174 | |
1 | Bank of New York Mellon Corp. | 4.975% | 3/14/30 | 140 | 138 | |
1 | Bank of New York Mellon Corp. | 4.289% | 6/13/33 | 133 | 124 | |
1 | Bank of New York Mellon Corp. | 5.834% | 10/25/33 | 205 | 212 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bank of New York Mellon Corp. | 4.706% | 2/1/34 | 80 | 76 | ||
1 | Bank of New York Mellon Corp. | 4.967% | 4/26/34 | 110 | 107 | |
1 | Bank of New York Mellon Corp. | 6.474% | 10/25/34 | 170 | 183 | |
1 | Bank of New York Mellon Corp. | 5.188% | 3/14/35 | 140 | 138 | |
Bank of Nova Scotia | 1.300% | 6/11/25 | 160 | 153 | ||
Bank of Nova Scotia | 5.450% | 6/12/25 | 185 | 185 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 220 | 216 | ||
Bank of Nova Scotia | 4.750% | 2/2/26 | 115 | 114 | ||
Bank of Nova Scotia | 1.050% | 3/2/26 | 185 | 172 | ||
Bank of Nova Scotia | 1.350% | 6/24/26 | 170 | 157 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 90 | 85 | ||
Bank of Nova Scotia | 1.300% | 9/15/26 | 255 | 233 | ||
Bank of Nova Scotia | 5.350% | 12/7/26 | 125 | 125 | ||
Bank of Nova Scotia | 1.950% | 2/2/27 | 70 | 64 | ||
3 | Bank of Nova Scotia | 5.400% | 6/4/27 | 70 | 70 | |
Bank of Nova Scotia | 5.250% | 6/12/28 | 120 | 120 | ||
Bank of Nova Scotia | 4.850% | 2/1/30 | 200 | 196 | ||
Bank of Nova Scotia | 2.450% | 2/2/32 | 90 | 74 | ||
Bank of Nova Scotia | 5.650% | 2/1/34 | 150 | 152 | ||
Bank of Nova Scotia | 4.588% | 5/4/37 | 165 | 148 | ||
Barclays plc | 4.375% | 1/12/26 | 385 | 377 | ||
1 | Barclays plc | 2.852% | 5/7/26 | 225 | 219 | |
Barclays plc | 5.200% | 5/12/26 | 319 | 315 | ||
Barclays plc | 5.304% | 8/9/26 | 210 | 209 | ||
Barclays plc | 7.325% | 11/2/26 | 155 | 158 | ||
Barclays plc | 5.829% | 5/9/27 | 255 | 255 | ||
Barclays plc | 6.496% | 9/13/27 | 110 | 112 | ||
Barclays plc | 2.279% | 11/24/27 | 255 | 235 | ||
Barclays plc | 4.337% | 1/10/28 | 360 | 346 | ||
Barclays plc | 4.836% | 5/9/28 | 315 | 304 | ||
Barclays plc | 5.501% | 8/9/28 | 270 | 269 | ||
Barclays plc | 7.385% | 11/2/28 | 190 | 200 | ||
1 | Barclays plc | 4.972% | 5/16/29 | 225 | 220 | |
Barclays plc | 6.490% | 9/13/29 | 210 | 217 | ||
Barclays plc | 5.690% | 3/12/30 | 40 | 40 | ||
1 | Barclays plc | 5.088% | 6/20/30 | 205 | 197 | |
Barclays plc | 2.645% | 6/24/31 | 130 | 110 | ||
Barclays plc | 2.667% | 3/10/32 | 235 | 195 | ||
Barclays plc | 2.894% | 11/24/32 | 220 | 182 | ||
Barclays plc | 5.746% | 8/9/33 | 210 | 209 | ||
Barclays plc | 7.437% | 11/2/33 | 335 | 368 | ||
Barclays plc | 6.224% | 5/9/34 | 260 | 266 | ||
Barclays plc | 7.119% | 6/27/34 | 225 | 238 | ||
Barclays plc | 6.692% | 9/13/34 | 245 | 260 | ||
Barclays plc | 3.564% | 9/23/35 | 110 | 95 | ||
Barclays plc | 3.811% | 3/10/42 | 125 | 96 | ||
Barclays plc | 3.330% | 11/24/42 | 165 | 119 | ||
Barclays plc | 5.250% | 8/17/45 | 220 | 210 | ||
Barclays plc | 4.950% | 1/10/47 | 225 | 203 | ||
Barclays plc | 6.036% | 3/12/55 | 215 | 220 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 220 | 204 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 183 | 159 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 190 | 157 | ||
BlackRock Inc. | 2.100% | 2/25/32 | 130 | 106 | ||
BlackRock Inc. | 4.750% | 5/25/33 | 415 | 405 | ||
2 | Blue Owl Finance LLC | 6.250% | 4/18/34 | 160 | 161 | |
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 80 | 76 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 128 | 99 | ||
Canadian Imperial Bank of Commerce | 3.945% | 8/4/25 | 260 | 255 | ||
Canadian Imperial Bank of Commerce | 5.926% | 10/2/26 | 105 | 106 | ||
Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | 130 | 124 | ||
Canadian Imperial Bank of Commerce | 5.001% | 4/28/28 | 225 | 223 | ||
Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | 235 | 207 | ||
Canadian Imperial Bank of Commerce | 6.092% | 10/3/33 | 160 | 165 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 195 | 191 | ||
Capital One Financial Corp. | 2.636% | 3/3/26 | 165 | 161 | ||
Capital One Financial Corp. | 4.985% | 7/24/26 | 185 | 183 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 175 | 169 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 200 | 192 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 210 | 200 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Capital One Financial Corp. | 7.149% | 10/29/27 | 150 | 155 | ||
Capital One Financial Corp. | 1.878% | 11/2/27 | 265 | 242 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 310 | 294 | ||
Capital One Financial Corp. | 4.927% | 5/10/28 | 155 | 152 | ||
Capital One Financial Corp. | 5.468% | 2/1/29 | 250 | 248 | ||
Capital One Financial Corp. | 6.312% | 6/8/29 | 210 | 214 | ||
Capital One Financial Corp. | 5.700% | 2/1/30 | 160 | 160 | ||
Capital One Financial Corp. | 3.273% | 3/1/30 | 150 | 135 | ||
Capital One Financial Corp. | 5.247% | 7/26/30 | 45 | 44 | ||
1 | Capital One Financial Corp. | 7.624% | 10/30/31 | 265 | 290 | |
Capital One Financial Corp. | 2.359% | 7/29/32 | 180 | 140 | ||
Capital One Financial Corp. | 5.268% | 5/10/33 | 190 | 183 | ||
Capital One Financial Corp. | 5.817% | 2/1/34 | 235 | 232 | ||
Capital One Financial Corp. | 6.377% | 6/8/34 | 250 | 256 | ||
Capital One Financial Corp. | 6.051% | 2/1/35 | 160 | 161 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 100 | 92 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 210 | 194 | ||
Charles Schwab Corp. | 5.875% | 8/24/26 | 55 | 56 | ||
Charles Schwab Corp. | 2.450% | 3/3/27 | 220 | 204 | ||
Charles Schwab Corp. | 2.000% | 3/20/28 | 185 | 165 | ||
Charles Schwab Corp. | 5.643% | 5/19/29 | 230 | 232 | ||
Charles Schwab Corp. | 1.650% | 3/11/31 | 125 | 100 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 90 | 75 | ||
Charles Schwab Corp. | 1.950% | 12/1/31 | 230 | 183 | ||
Charles Schwab Corp. | 2.900% | 3/3/32 | 140 | 119 | ||
Charles Schwab Corp. | 5.853% | 5/19/34 | 190 | 193 | ||
Charles Schwab Corp. | 6.136% | 8/24/34 | 220 | 228 | ||
Chubb Corp. | 6.000% | 5/11/37 | 170 | 180 | ||
Chubb INA Holdings LLC | 3.350% | 5/3/26 | 270 | 261 | ||
Chubb INA Holdings LLC | 1.375% | 9/15/30 | 200 | 162 | ||
Chubb INA Holdings LLC | 5.000% | 3/15/34 | 135 | 133 | ||
Chubb INA Holdings LLC | 4.350% | 11/3/45 | 165 | 142 | ||
Chubb INA Holdings LLC | 3.050% | 12/15/61 | 130 | 83 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 134 | 105 | ||
Citibank NA | 5.864% | 9/29/25 | 360 | 362 | ||
1 | Citibank NA | 5.438% | 4/30/26 | 250 | 251 | |
1 | Citibank NA | 5.488% | 12/4/26 | 435 | 437 | |
Citibank NA | 5.803% | 9/29/28 | 295 | 303 | ||
1 | Citibank NA | 5.570% | 4/30/34 | 290 | 294 | |
Citigroup Inc. | 4.400% | 6/10/25 | 350 | 346 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 175 | 175 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 395 | 384 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 260 | 256 | ||
Citigroup Inc. | 3.400% | 5/1/26 | 310 | 299 | ||
Citigroup Inc. | 5.610% | 9/29/26 | 370 | 370 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 465 | 442 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 150 | 146 | ||
Citigroup Inc. | 1.122% | 1/28/27 | 360 | 335 | ||
Citigroup Inc. | 1.462% | 6/9/27 | 410 | 378 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 555 | 540 | ||
1 | Citigroup Inc. | 3.887% | 1/10/28 | 380 | 366 | |
1 | Citigroup Inc. | 3.070% | 2/24/28 | 325 | 306 | |
Citigroup Inc. | 4.658% | 5/24/28 | 250 | 246 | ||
1 | Citigroup Inc. | 3.668% | 7/24/28 | 430 | 409 | |
Citigroup Inc. | 4.125% | 7/25/28 | 310 | 296 | ||
1 | Citigroup Inc. | 3.520% | 10/27/28 | 360 | 339 | |
1 | Citigroup Inc. | 4.075% | 4/23/29 | 300 | 287 | |
Citigroup Inc. | 5.174% | 2/13/30 | 360 | 357 | ||
1 | Citigroup Inc. | 3.980% | 3/20/30 | 390 | 367 | |
1 | Citigroup Inc. | 2.976% | 11/5/30 | 400 | 355 | |
1 | Citigroup Inc. | 2.666% | 1/29/31 | 415 | 360 | |
1 | Citigroup Inc. | 4.412% | 3/31/31 | 535 | 508 | |
1 | Citigroup Inc. | 2.572% | 6/3/31 | 610 | 520 | |
Citigroup Inc. | 2.561% | 5/1/32 | 385 | 320 | ||
Citigroup Inc. | 6.625% | 6/15/32 | 270 | 287 | ||
Citigroup Inc. | 2.520% | 11/3/32 | 300 | 246 | ||
Citigroup Inc. | 3.057% | 1/25/33 | 395 | 334 | ||
Citigroup Inc. | 3.785% | 3/17/33 | 535 | 475 | ||
Citigroup Inc. | 4.910% | 5/24/33 | 430 | 412 | ||
Citigroup Inc. | 6.270% | 11/17/33 | 490 | 514 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Citigroup Inc. | 6.174% | 5/25/34 | 475 | 482 | ||
Citigroup Inc. | 5.827% | 2/13/35 | 355 | 350 | ||
1 | Citigroup Inc. | 3.878% | 1/24/39 | 166 | 139 | |
Citigroup Inc. | 8.125% | 7/15/39 | 317 | 397 | ||
1 | Citigroup Inc. | 5.316% | 3/26/41 | 195 | 189 | |
Citigroup Inc. | 5.875% | 1/30/42 | 155 | 161 | ||
Citigroup Inc. | 2.904% | 11/3/42 | 205 | 144 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 110 | 120 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 145 | 137 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 65 | 57 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 260 | 228 | ||
1 | Citigroup Inc. | 4.281% | 4/24/48 | 65 | 54 | |
Citigroup Inc. | 4.650% | 7/23/48 | 385 | 339 | ||
Citizens Bank NA | 4.575% | 8/9/28 | 15 | 14 | ||
Citizens Financial Group Inc. | 5.841% | 1/23/30 | 285 | 283 | ||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 75 | 65 | ||
Citizens Financial Group Inc. | 6.645% | 4/25/35 | 70 | 72 | ||
CME Group Inc. | 2.650% | 3/15/32 | 110 | 94 | ||
CME Group Inc. | 5.300% | 9/15/43 | 108 | 108 | ||
Comerica Inc. | 5.982% | 1/30/30 | 175 | 173 | ||
Commonwealth Bank of Australia | 5.499% | 9/12/25 | 250 | 251 | ||
1 | Cooperatieve Rabobank UA | 5.500% | 7/18/25 | 20 | 20 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 195 | 192 | ||
1 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 220 | 211 | |
1 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 230 | 229 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 225 | 224 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 190 | 182 | ||
Corebridge Financial Inc. | 3.650% | 4/5/27 | 183 | 175 | ||
Corebridge Financial Inc. | 3.850% | 4/5/29 | 150 | 140 | ||
Corebridge Financial Inc. | 3.900% | 4/5/32 | 222 | 198 | ||
Corebridge Financial Inc. | 5.750% | 1/15/34 | 110 | 111 | ||
Corebridge Financial Inc. | 4.400% | 4/5/52 | 185 | 147 | ||
Corebridge Financial Inc. | 6.875% | 12/15/52 | 150 | 151 | ||
Deutsche Bank AG | 1.686% | 3/19/26 | 120 | 113 | ||
Deutsche Bank AG | 6.119% | 7/14/26 | 205 | 205 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 340 | 322 | ||
Deutsche Bank AG | 7.146% | 7/13/27 | 180 | 184 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 321 | 295 | ||
Deutsche Bank AG | 2.552% | 1/7/28 | 40 | 37 | ||
Deutsche Bank AG | 5.706% | 2/8/28 | 195 | 195 | ||
Deutsche Bank AG | 6.720% | 1/18/29 | 290 | 299 | ||
Deutsche Bank AG | 6.819% | 11/20/29 | 205 | 213 | ||
1 | Deutsche Bank AG | 3.547% | 9/18/31 | 220 | 194 | |
Deutsche Bank AG | 3.729% | 1/14/32 | 150 | 126 | ||
Deutsche Bank AG | 3.035% | 5/28/32 | 160 | 134 | ||
Deutsche Bank AG | 4.875% | 12/1/32 | 180 | 168 | ||
Deutsche Bank AG | 3.742% | 1/7/33 | 200 | 165 | ||
Deutsche Bank AG | 7.079% | 2/10/34 | 230 | 236 | ||
1 | Discover Bank | 3.450% | 7/27/26 | 200 | 191 | |
1 | Discover Bank | 4.650% | 9/13/28 | 165 | 158 | |
Discover Financial Services | 4.100% | 2/9/27 | 130 | 125 | ||
Discover Financial Services | 6.700% | 11/29/32 | 130 | 136 | ||
Discover Financial Services | 7.964% | 11/2/34 | 160 | 180 | ||
Enact Holdings Inc. | 6.250% | 5/28/29 | 100 | 100 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 332 | 319 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 226 | 201 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 145 | 97 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 175 | 109 | ||
Fairfax Financial Holdings Ltd. | 5.625% | 8/16/32 | 105 | 103 | ||
2 | Fairfax Financial Holdings Ltd. | 6.350% | 3/22/54 | 140 | 141 | |
Fifth Third Bancorp | 2.550% | 5/5/27 | 125 | 116 | ||
Fifth Third Bancorp | 6.361% | 10/27/28 | 215 | 219 | ||
Fifth Third Bancorp | 6.339% | 7/27/29 | 120 | 123 | ||
Fifth Third Bancorp | 4.772% | 7/28/30 | 170 | 163 | ||
Fifth Third Bancorp | 5.631% | 1/29/32 | 200 | 198 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 120 | 141 | ||
1 | Fifth Third Bank NA | 3.950% | 7/28/25 | 75 | 74 | |
1 | Fifth Third Bank NA | 3.850% | 3/15/26 | 145 | 140 | |
Franklin Resources Inc. | 1.600% | 10/30/30 | 130 | 105 | ||
Global Payments Inc. | 1.200% | 3/1/26 | 140 | 130 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Global Payments Inc. | 4.800% | 4/1/26 | 160 | 158 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 120 | 111 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 160 | 143 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 205 | 177 | ||
Global Payments Inc. | 2.900% | 11/15/31 | 170 | 142 | ||
Global Payments Inc. | 5.400% | 8/15/32 | 125 | 123 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 110 | 83 | ||
Global Payments Inc. | 5.950% | 8/15/52 | 85 | 82 | ||
Goldman Sachs Bank USA | 5.414% | 5/21/27 | 305 | 304 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 163 | 168 | ||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 285 | 280 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 352 | 343 | ||
Goldman Sachs Group Inc. | 5.798% | 8/10/26 | 320 | 320 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 472 | 451 | ||
1 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 365 | 341 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 180 | 183 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 490 | 473 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 390 | 363 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 385 | 352 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 625 | 575 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 375 | 348 | ||
Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 430 | 410 | ||
1 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 420 | 400 | |
Goldman Sachs Group Inc. | 4.482% | 8/23/28 | 345 | 336 | ||
1 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 500 | 472 | |
1 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 523 | 501 | |
Goldman Sachs Group Inc. | 6.484% | 10/24/29 | 310 | 323 | ||
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 370 | 322 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 375 | 348 | ||
Goldman Sachs Group Inc. | 5.727% | 4/25/30 | 365 | 370 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 325 | 262 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 615 | 513 | ||
Goldman Sachs Group Inc. | 2.383% | 7/21/32 | 540 | 441 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 505 | 418 | ||
Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 220 | 232 | ||
Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 665 | 565 | ||
Goldman Sachs Group Inc. | 6.561% | 10/24/34 | 165 | 177 | ||
Goldman Sachs Group Inc. | 5.851% | 4/25/35 | 360 | 368 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 760 | 823 | ||
1 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 350 | 297 | |
1 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 185 | 164 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 435 | 466 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 400 | 296 | ||
Goldman Sachs Group Inc. | 2.908% | 7/21/42 | 250 | 177 | ||
Goldman Sachs Group Inc. | 3.436% | 2/24/43 | 245 | 185 | ||
1 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 290 | 264 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 265 | 251 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 235 | 212 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 145 | 105 | ||
HSBC Holdings plc | 4.250% | 8/18/25 | 270 | 265 | ||
HSBC Holdings plc | 4.180% | 12/9/25 | 100 | 99 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 323 | 317 | ||
HSBC Holdings plc | 3.900% | 5/25/26 | 265 | 258 | ||
1 | HSBC Holdings plc | 2.099% | 6/4/26 | 290 | 280 | |
1 | HSBC Holdings plc | 4.292% | 9/12/26 | 305 | 299 | |
HSBC Holdings plc | 7.336% | 11/3/26 | 275 | 281 | ||
HSBC Holdings plc | 4.375% | 11/23/26 | 235 | 229 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 245 | 227 | ||
HSBC Holdings plc | 5.887% | 8/14/27 | 275 | 277 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 267 | 247 | ||
1 | HSBC Holdings plc | 4.041% | 3/13/28 | 390 | 375 | |
HSBC Holdings plc | 4.755% | 6/9/28 | 330 | 323 | ||
HSBC Holdings plc | 5.210% | 8/11/28 | 260 | 258 | ||
1 | HSBC Holdings plc | 2.013% | 9/22/28 | 185 | 165 | |
HSBC Holdings plc | 7.390% | 11/3/28 | 330 | 348 | ||
HSBC Holdings plc | 6.161% | 3/9/29 | 505 | 516 | ||
1 | HSBC Holdings plc | 4.583% | 6/19/29 | 425 | 410 | |
HSBC Holdings plc | 2.206% | 8/17/29 | 375 | 328 | ||
HSBC Holdings plc | 5.546% | 3/4/30 | 45 | 45 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 455 | 446 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | HSBC Holdings plc | 3.973% | 5/22/30 | 380 | 354 | |
1 | HSBC Holdings plc | 2.848% | 6/4/31 | 335 | 288 | |
1 | HSBC Holdings plc | 2.357% | 8/18/31 | 390 | 323 | |
HSBC Holdings plc | 2.804% | 5/24/32 | 490 | 411 | ||
HSBC Holdings plc | 2.871% | 11/22/32 | 245 | 204 | ||
HSBC Holdings plc | 4.762% | 3/29/33 | 335 | 310 | ||
HSBC Holdings plc | 5.402% | 8/11/33 | 295 | 291 | ||
HSBC Holdings plc | 8.113% | 11/3/33 | 305 | 345 | ||
HSBC Holdings plc | 6.254% | 3/9/34 | 405 | 422 | ||
HSBC Holdings plc | 6.547% | 6/20/34 | 310 | 320 | ||
HSBC Holdings plc | 7.399% | 11/13/34 | 335 | 364 | ||
HSBC Holdings plc | 5.719% | 3/4/35 | 215 | 216 | ||
HSBC Holdings plc | 6.500% | 5/2/36 | 175 | 184 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 250 | 262 | ||
1 | HSBC Holdings plc | 6.500% | 9/15/37 | 135 | 140 | |
HSBC Holdings plc | 6.800% | 6/1/38 | 120 | 130 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 85 | 91 | ||
HSBC Holdings plc | 6.332% | 3/9/44 | 415 | 438 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 352 | 329 | ||
Huntington Bancshares Inc. | 4.443% | 8/4/28 | 180 | 174 | ||
Huntington Bancshares Inc. | 6.208% | 8/21/29 | 229 | 233 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 115 | 98 | ||
Huntington Bancshares Inc. | 5.709% | 2/2/35 | 160 | 157 | ||
Huntington National Bank | 4.552% | 5/17/28 | 125 | 122 | ||
Huntington National Bank | 5.650% | 1/10/30 | 100 | 100 | ||
ING Groep NV | 3.950% | 3/29/27 | 275 | 265 | ||
ING Groep NV | 1.726% | 4/1/27 | 185 | 173 | ||
ING Groep NV | 6.083% | 9/11/27 | 140 | 141 | ||
ING Groep NV | 4.017% | 3/28/28 | 165 | 159 | ||
ING Groep NV | 4.550% | 10/2/28 | 250 | 243 | ||
ING Groep NV | 4.050% | 4/9/29 | 70 | 66 | ||
ING Groep NV | 5.335% | 3/19/30 | 200 | 198 | ||
ING Groep NV | 2.727% | 4/1/32 | 195 | 164 | ||
ING Groep NV | 4.252% | 3/28/33 | 70 | 65 | ||
ING Groep NV | 6.114% | 9/11/34 | 300 | 309 | ||
ING Groep NV | 5.550% | 3/19/35 | 225 | 223 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 210 | 205 | ||
Intercontinental Exchange Inc. | 4.000% | 9/15/27 | 255 | 246 | ||
Intercontinental Exchange Inc. | 4.350% | 6/15/29 | 135 | 130 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 340 | 286 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 270 | 208 | ||
Intercontinental Exchange Inc. | 4.600% | 3/15/33 | 220 | 209 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 160 | 112 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 210 | 173 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 252 | 164 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 200 | 183 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 295 | 178 | ||
Intercontinental Exchange Inc. | 5.200% | 6/15/62 | 190 | 178 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 565 | 556 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 380 | 367 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 285 | 274 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 415 | 395 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 460 | 431 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 335 | 326 | ||
1 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 355 | 346 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 270 | 251 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 495 | 460 | ||
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 390 | 357 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 290 | 283 | ||
JPMorgan Chase & Co. | 6.070% | 10/22/27 | 260 | 264 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 275 | 262 | ||
JPMorgan Chase & Co. | 5.040% | 1/23/28 | 290 | 287 | ||
1 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 390 | 375 | |
JPMorgan Chase & Co. | 2.947% | 2/24/28 | 150 | 141 | ||
JPMorgan Chase & Co. | 5.571% | 4/22/28 | 370 | 372 | ||
JPMorgan Chase & Co. | 4.323% | 4/26/28 | 435 | 423 | ||
1 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 405 | 385 | |
1 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 250 | 228 | |
JPMorgan Chase & Co. | 4.851% | 7/25/28 | 510 | 503 | ||
1 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 465 | 438 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 325 | 310 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 280 | 247 | ||
1 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 335 | 321 | |
JPMorgan Chase & Co. | 5.299% | 7/24/29 | 350 | 349 | ||
JPMorgan Chase & Co. | 6.087% | 10/23/29 | 345 | 355 | ||
1 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 370 | 358 | |
JPMorgan Chase & Co. | 5.012% | 1/23/30 | 345 | 340 | ||
JPMorgan Chase & Co. | 5.581% | 4/22/30 | 410 | 414 | ||
1 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 350 | 325 | |
JPMorgan Chase & Co. | 4.565% | 6/14/30 | 290 | 280 | ||
1 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 485 | 427 | |
1 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 460 | 442 | |
1 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 415 | 356 | |
1 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 485 | 421 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 290 | 234 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 475 | 384 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 515 | 433 | ||
JPMorgan Chase & Co. | 2.545% | 11/8/32 | 415 | 343 | ||
JPMorgan Chase & Co. | 2.963% | 1/25/33 | 480 | 407 | ||
JPMorgan Chase & Co. | 4.586% | 4/26/33 | 320 | 303 | ||
JPMorgan Chase & Co. | 4.912% | 7/25/33 | 640 | 620 | ||
JPMorgan Chase & Co. | 5.717% | 9/14/33 | 500 | 505 | ||
JPMorgan Chase & Co. | 5.350% | 6/1/34 | 660 | 655 | ||
JPMorgan Chase & Co. | 6.254% | 10/23/34 | 470 | 496 | ||
JPMorgan Chase & Co. | 5.336% | 1/23/35 | 460 | 455 | ||
JPMorgan Chase & Co. | 5.766% | 4/22/35 | 530 | 542 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 412 | 456 | ||
1 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 440 | 376 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 195 | 197 | ||
1 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 285 | 214 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 275 | 281 | ||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 315 | 215 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 220 | 220 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 345 | 257 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 245 | 250 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 190 | 178 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 205 | 192 | ||
1 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 360 | 303 | |
1 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 260 | 211 | |
1 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 545 | 435 | |
1 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 275 | 218 | |
1 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 267 | 181 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 470 | 331 | ||
JPMorgan Chase Bank NA | 5.110% | 12/8/26 | 280 | 279 | ||
1 | KeyBank NA | 3.300% | 6/1/25 | 205 | 200 | |
1 | KeyBank NA | 4.150% | 8/8/25 | 260 | 254 | |
1 | KeyBank NA | 5.850% | 11/15/27 | 90 | 89 | |
1 | KeyBank NA | 4.900% | 8/8/32 | 100 | 88 | |
KeyBank NA | 5.000% | 1/26/33 | 155 | 142 | ||
1 | KeyCorp | 2.250% | 4/6/27 | 80 | 72 | |
1 | KeyCorp | 4.100% | 4/30/28 | 150 | 141 | |
1 | KeyCorp | 2.550% | 10/1/29 | 155 | 131 | |
1 | KeyCorp | 4.789% | 6/1/33 | 150 | 136 | |
KeyCorp | 6.401% | 3/6/35 | 125 | 126 | ||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 130 | 128 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 240 | 235 | ||
Lloyds Banking Group plc | 4.716% | 8/11/26 | 270 | 267 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 175 | 168 | ||
Lloyds Banking Group plc | 1.627% | 5/11/27 | 465 | 431 | ||
Lloyds Banking Group plc | 5.985% | 8/7/27 | 85 | 85 | ||
Lloyds Banking Group plc | 5.462% | 1/5/28 | 75 | 75 | ||
Lloyds Banking Group plc | 3.750% | 3/18/28 | 85 | 81 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 175 | 169 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 130 | 126 | ||
1 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 360 | 337 | |
Lloyds Banking Group plc | 5.871% | 3/6/29 | 200 | 202 | ||
Lloyds Banking Group plc | 4.976% | 8/11/33 | 150 | 143 | ||
Lloyds Banking Group plc | 7.953% | 11/15/33 | 210 | 235 | ||
Lloyds Banking Group plc | 5.679% | 1/5/35 | 320 | 319 | ||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 60 | 55 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lloyds Banking Group plc | 3.369% | 12/14/46 | 220 | 153 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 180 | 141 | ||
LPL Holdings Inc. | 6.750% | 11/17/28 | 95 | 99 | ||
M&T Bank Corp. | 7.413% | 10/30/29 | 325 | 342 | ||
M&T Bank Corp. | 6.082% | 3/13/32 | 120 | 119 | ||
M&T Bank Corp. | 5.053% | 1/27/34 | 255 | 235 | ||
Manufacturers & Traders Trust Co. | 4.650% | 1/27/26 | 290 | 284 | ||
Manufacturers & Traders Trust Co. | 4.700% | 1/27/28 | 190 | 182 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 180 | 175 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 185 | 156 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 180 | 162 | ||
Marsh & McLennan Cos. Inc. | 5.700% | 9/15/53 | 150 | 151 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 90 | 86 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 225 | 215 | ||
Mastercard Inc. | 4.875% | 3/9/28 | 170 | 171 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 141 | 129 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 215 | 198 | ||
Mastercard Inc. | 2.000% | 11/18/31 | 110 | 90 | ||
Mastercard Inc. | 4.850% | 3/9/33 | 30 | 30 | ||
Mastercard Inc. | 4.875% | 5/9/34 | 150 | 148 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 195 | 149 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 285 | 225 | ||
MetLife Inc. | 4.550% | 3/23/30 | 215 | 210 | ||
MetLife Inc. | 5.375% | 7/15/33 | 125 | 126 | ||
MetLife Inc. | 6.375% | 6/15/34 | 115 | 123 | ||
MetLife Inc. | 5.700% | 6/15/35 | 200 | 204 | ||
1 | MetLife Inc. | 6.400% | 12/15/36 | 190 | 192 | |
MetLife Inc. | 5.875% | 2/6/41 | 120 | 123 | ||
MetLife Inc. | 4.125% | 8/13/42 | 70 | 58 | ||
MetLife Inc. | 4.875% | 11/13/43 | 160 | 146 | ||
MetLife Inc. | 4.050% | 3/1/45 | 235 | 190 | ||
MetLife Inc. | 4.600% | 5/13/46 | 80 | 70 | ||
MetLife Inc. | 5.000% | 7/15/52 | 145 | 133 | ||
MetLife Inc. | 5.250% | 1/15/54 | 110 | 105 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 275 | 263 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 290 | 283 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 250 | 236 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 145 | 140 | ||
Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 440 | 406 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 150 | 142 | ||
Mitsubishi UFJ Financial Group Inc. | 1.640% | 10/13/27 | 190 | 174 | ||
Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | 410 | 379 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 170 | 163 | ||
Mitsubishi UFJ Financial Group Inc. | 4.080% | 4/19/28 | 80 | 77 | ||
Mitsubishi UFJ Financial Group Inc. | 5.017% | 7/20/28 | 220 | 218 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 145 | 139 | ||
Mitsubishi UFJ Financial Group Inc. | 5.354% | 9/13/28 | 100 | 100 | ||
Mitsubishi UFJ Financial Group Inc. | 5.422% | 2/22/29 | 100 | 100 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 280 | 263 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 285 | 258 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 200 | 173 | ||
Mitsubishi UFJ Financial Group Inc. | 5.258% | 4/17/30 | 200 | 199 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 200 | 166 | ||
Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | 295 | 241 | ||
Mitsubishi UFJ Financial Group Inc. | 2.494% | 10/13/32 | 180 | 148 | ||
Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | 125 | 105 | ||
Mitsubishi UFJ Financial Group Inc. | 5.133% | 7/20/33 | 200 | 197 | ||
Mitsubishi UFJ Financial Group Inc. | 5.472% | 9/13/33 | 120 | 121 | ||
Mitsubishi UFJ Financial Group Inc. | 5.441% | 2/22/34 | 105 | 106 | ||
Mitsubishi UFJ Financial Group Inc. | 5.406% | 4/19/34 | 200 | 201 | ||
Mitsubishi UFJ Financial Group Inc. | 5.426% | 4/17/35 | 200 | 199 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 170 | 142 | ||
1 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 190 | 184 | |
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 215 | 198 | ||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 130 | 120 | ||
Mizuho Financial Group Inc. | 3.170% | 9/11/27 | 135 | 126 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 265 | 254 | ||
Mizuho Financial Group Inc. | 5.414% | 9/13/28 | 35 | 35 | ||
Mizuho Financial Group Inc. | 5.667% | 5/27/29 | 40 | 40 | ||
Mizuho Financial Group Inc. | 5.778% | 7/6/29 | 240 | 243 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 350 | 334 | |
Mizuho Financial Group Inc. | 5.376% | 5/26/30 | 45 | 45 | ||
1 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 130 | 117 | |
1 | Mizuho Financial Group Inc. | 2.201% | 7/10/31 | 170 | 141 | |
1 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 110 | 89 | |
Mizuho Financial Group Inc. | 2.564% | 9/13/31 | 130 | 106 | ||
Mizuho Financial Group Inc. | 5.669% | 9/13/33 | 95 | 96 | ||
Mizuho Financial Group Inc. | 5.754% | 5/27/34 | 200 | 203 | ||
Mizuho Financial Group Inc. | 5.748% | 7/6/34 | 150 | 152 | ||
Mizuho Financial Group Inc. | 5.579% | 5/26/35 | 50 | 50 | ||
1 | Morgan Stanley | 4.000% | 7/23/25 | 425 | 418 | |
Morgan Stanley | 5.000% | 11/24/25 | 320 | 317 | ||
1 | Morgan Stanley | 3.875% | 1/27/26 | 435 | 425 | |
Morgan Stanley | 4.679% | 7/17/26 | 230 | 227 | ||
1 | Morgan Stanley | 3.125% | 7/27/26 | 496 | 474 | |
1 | Morgan Stanley | 4.350% | 9/8/26 | 415 | 406 | |
Morgan Stanley | 6.138% | 10/16/26 | 200 | 202 | ||
Morgan Stanley | 0.985% | 12/10/26 | 370 | 345 | ||
Morgan Stanley | 3.625% | 1/20/27 | 591 | 568 | ||
Morgan Stanley | 5.050% | 1/28/27 | 280 | 278 | ||
Morgan Stanley | 3.950% | 4/23/27 | 170 | 164 | ||
Morgan Stanley | 1.593% | 5/4/27 | 490 | 455 | ||
1 | Morgan Stanley | 1.512% | 7/20/27 | 490 | 451 | |
Morgan Stanley | 2.475% | 1/21/28 | 260 | 242 | ||
1 | Morgan Stanley | 5.652% | 4/13/28 | 100 | 101 | |
Morgan Stanley | 4.210% | 4/20/28 | 410 | 397 | ||
1 | Morgan Stanley | 3.591% | 7/22/28 | 535 | 507 | |
Morgan Stanley | 6.296% | 10/18/28 | 360 | 370 | ||
1 | Morgan Stanley | 3.772% | 1/24/29 | 460 | 436 | |
Morgan Stanley | 5.123% | 2/1/29 | 370 | 367 | ||
1 | Morgan Stanley | 5.164% | 4/20/29 | 470 | 467 | |
Morgan Stanley | 5.449% | 7/20/29 | 315 | 316 | ||
Morgan Stanley | 6.407% | 11/1/29 | 345 | 359 | ||
Morgan Stanley | 5.173% | 1/16/30 | 440 | 437 | ||
1 | Morgan Stanley | 4.431% | 1/23/30 | 425 | 409 | |
Morgan Stanley | 5.656% | 4/18/30 | 405 | 410 | ||
1 | Morgan Stanley | 2.699% | 1/22/31 | 435 | 378 | |
1 | Morgan Stanley | 3.622% | 4/1/31 | 400 | 365 | |
1 | Morgan Stanley | 1.794% | 2/13/32 | 375 | 299 | |
Morgan Stanley | 7.250% | 4/1/32 | 175 | 198 | ||
1 | Morgan Stanley | 1.928% | 4/28/32 | 260 | 208 | |
1 | Morgan Stanley | 2.239% | 7/21/32 | 440 | 357 | |
1 | Morgan Stanley | 2.511% | 10/20/32 | 315 | 259 | |
Morgan Stanley | 2.943% | 1/21/33 | 385 | 324 | ||
Morgan Stanley | 4.889% | 7/20/33 | 300 | 287 | ||
Morgan Stanley | 6.342% | 10/18/33 | 435 | 460 | ||
1 | Morgan Stanley | 5.250% | 4/21/34 | 475 | 465 | |
1 | Morgan Stanley | 5.424% | 7/21/34 | 385 | 381 | |
Morgan Stanley | 6.627% | 11/1/34 | 360 | 387 | ||
Morgan Stanley | 5.466% | 1/18/35 | 415 | 412 | ||
Morgan Stanley | 5.831% | 4/19/35 | 565 | 576 | ||
Morgan Stanley | 2.484% | 9/16/36 | 560 | 441 | ||
Morgan Stanley | 5.297% | 4/20/37 | 350 | 334 | ||
Morgan Stanley | 5.948% | 1/19/38 | 275 | 273 | ||
1 | Morgan Stanley | 3.971% | 7/22/38 | 300 | 253 | |
Morgan Stanley | 5.942% | 2/7/39 | 170 | 168 | ||
1 | Morgan Stanley | 4.457% | 4/22/39 | 145 | 130 | |
Morgan Stanley | 3.217% | 4/22/42 | 350 | 261 | ||
Morgan Stanley | 6.375% | 7/24/42 | 340 | 377 | ||
Morgan Stanley | 4.300% | 1/27/45 | 320 | 274 | ||
1 | Morgan Stanley | 4.375% | 1/22/47 | 315 | 271 | |
1 | Morgan Stanley | 5.597% | 3/24/51 | 365 | 369 | |
1 | Morgan Stanley | 2.802% | 1/25/52 | 345 | 217 | |
Morgan Stanley Bank NA | 5.479% | 7/16/25 | 170 | 170 | ||
1 | Morgan Stanley Bank NA | 4.754% | 4/21/26 | 405 | 401 | |
1 | Morgan Stanley Bank NA | 5.882% | 10/30/26 | 200 | 202 | |
1 | Morgan Stanley Bank NA | 4.952% | 1/14/28 | 50 | 49 | |
1 | Morgan Stanley Bank NA | 5.504% | 5/26/28 | 380 | 381 | |
Nasdaq Inc. | 5.350% | 6/28/28 | 140 | 141 | ||
Nasdaq Inc. | 5.550% | 2/15/34 | 190 | 190 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Nasdaq Inc. | 5.950% | 8/15/53 | 145 | 147 | ||
Nasdaq Inc. | 6.100% | 6/28/63 | 85 | 87 | ||
National Australia Bank Ltd. | 3.500% | 6/9/25 | 95 | 93 | ||
National Australia Bank Ltd. | 4.750% | 12/10/25 | 10 | 10 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 295 | 287 | ||
1 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 85 | 80 | |
National Australia Bank Ltd. | 3.905% | 6/9/27 | 40 | 39 | ||
National Australia Bank Ltd. | 4.944% | 1/12/28 | 400 | 399 | ||
National Australia Bank Ltd. | 4.787% | 1/10/29 | 260 | 257 | ||
National Bank of Canada | 5.600% | 12/18/28 | 150 | 151 | ||
NatWest Group plc | 4.800% | 4/5/26 | 310 | 306 | ||
NatWest Group plc | 7.472% | 11/10/26 | 100 | 102 | ||
NatWest Group plc | 5.847% | 3/2/27 | 100 | 100 | ||
NatWest Group plc | 1.642% | 6/14/27 | 100 | 92 | ||
NatWest Group plc | 5.583% | 3/1/28 | 225 | 225 | ||
1 | NatWest Group plc | 3.073% | 5/22/28 | 300 | 280 | |
NatWest Group plc | 5.516% | 9/30/28 | 140 | 140 | ||
1 | NatWest Group plc | 4.892% | 5/18/29 | 275 | 268 | |
NatWest Group plc | 5.808% | 9/13/29 | 210 | 212 | ||
1 | NatWest Group plc | 5.076% | 1/27/30 | 255 | 250 | |
1 | NatWest Group plc | 4.445% | 5/8/30 | 205 | 195 | |
NatWest Group plc | 6.016% | 3/2/34 | 125 | 128 | ||
NatWest Group plc | 6.475% | 6/1/34 | 200 | 203 | ||
NatWest Group plc | 5.778% | 3/1/35 | 295 | 295 | ||
1 | NatWest Group plc | 3.032% | 11/28/35 | 80 | 67 | |
Nomura Holdings Inc. | 5.099% | 7/3/25 | 111 | 110 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 285 | 273 | ||
Nomura Holdings Inc. | 1.653% | 7/14/26 | 210 | 193 | ||
Nomura Holdings Inc. | 2.329% | 1/22/27 | 215 | 198 | ||
Nomura Holdings Inc. | 6.070% | 7/12/28 | 100 | 102 | ||
Nomura Holdings Inc. | 2.172% | 7/14/28 | 150 | 132 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 185 | 163 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 140 | 119 | ||
Nomura Holdings Inc. | 2.608% | 7/14/31 | 150 | 123 | ||
Nomura Holdings Inc. | 2.999% | 1/22/32 | 105 | 88 | ||
Nomura Holdings Inc. | 6.181% | 1/18/33 | 135 | 141 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 165 | 162 | ||
Northern Trust Corp. | 4.000% | 5/10/27 | 260 | 253 | ||
Northern Trust Corp. | 1.950% | 5/1/30 | 120 | 101 | ||
Northern Trust Corp. | 6.125% | 11/2/32 | 135 | 140 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 130 | 125 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 180 | 170 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 150 | 135 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 140 | 120 | ||
PayPal Holdings Inc. | 4.400% | 6/1/32 | 155 | 147 | ||
PayPal Holdings Inc. | 5.150% | 6/1/34 | 115 | 113 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 295 | 201 | ||
PayPal Holdings Inc. | 5.050% | 6/1/52 | 120 | 110 | ||
PayPal Holdings Inc. | 5.500% | 6/1/54 | 75 | 73 | ||
1 | PNC Bank NA | 3.100% | 10/25/27 | 105 | 98 | |
1 | PNC Bank NA | 4.050% | 7/26/28 | 285 | 270 | |
1 | PNC Bank NA | 2.700% | 10/22/29 | 95 | 82 | |
PNC Financial Services Group Inc. | 5.812% | 6/12/26 | 117 | 117 | ||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 220 | 208 | ||
PNC Financial Services Group Inc. | 4.758% | 1/26/27 | 245 | 242 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 201 | 190 | ||
PNC Financial Services Group Inc. | 6.615% | 10/20/27 | 205 | 210 | ||
PNC Financial Services Group Inc. | 5.300% | 1/21/28 | 125 | 125 | ||
PNC Financial Services Group Inc. | 5.354% | 12/2/28 | 165 | 165 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 210 | 194 | ||
PNC Financial Services Group Inc. | 5.582% | 6/12/29 | 465 | 468 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 270 | 235 | ||
PNC Financial Services Group Inc. | 5.492% | 5/14/30 | 185 | 185 | ||
PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 140 | 115 | ||
PNC Financial Services Group Inc. | 4.626% | 6/6/33 | 95 | 88 | ||
PNC Financial Services Group Inc. | 6.037% | 10/28/33 | 280 | 287 | ||
PNC Financial Services Group Inc. | 5.068% | 1/24/34 | 210 | 202 | ||
PNC Financial Services Group Inc. | 5.939% | 8/18/34 | 85 | 87 | ||
PNC Financial Services Group Inc. | 6.875% | 10/20/34 | 390 | 422 | ||
PNC Financial Services Group Inc. | 5.676% | 1/22/35 | 220 | 220 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Progressive Corp. | 4.125% | 4/15/47 | 140 | 115 | ||
1 | Prudential Financial Inc. | 5.700% | 12/14/36 | 160 | 164 | |
1 | Prudential Financial Inc. | 4.600% | 5/15/44 | 45 | 39 | |
1 | Prudential Financial Inc. | 5.375% | 5/15/45 | 66 | 65 | |
1 | Prudential Financial Inc. | 4.500% | 9/15/47 | 50 | 47 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 145 | 112 | ||
1 | Prudential Financial Inc. | 5.700% | 9/15/48 | 130 | 127 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 270 | 205 | ||
1 | Prudential Financial Inc. | 4.350% | 2/25/50 | 185 | 151 | |
1 | Prudential Financial Inc. | 3.700% | 10/1/50 | 35 | 30 | |
1 | Prudential Financial Inc. | 3.700% | 3/13/51 | 205 | 149 | |
Prudential Financial Inc. | 5.125% | 3/1/52 | 220 | 204 | ||
Prudential Financial Inc. | 6.000% | 9/1/52 | 130 | 127 | ||
Prudential Financial Inc. | 6.500% | 3/15/54 | 200 | 201 | ||
Prudential Funding Asia plc | 3.125% | 4/14/30 | 140 | 125 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 175 | 158 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 140 | 103 | ||
RenaissanceRe Holdings Ltd. | 5.750% | 6/5/33 | 110 | 109 | ||
1 | Royal Bank of Canada | 1.150% | 6/10/25 | 265 | 254 | |
1 | Royal Bank of Canada | 4.875% | 1/12/26 | 155 | 154 | |
1 | Royal Bank of Canada | 0.875% | 1/20/26 | 245 | 229 | |
1 | Royal Bank of Canada | 4.650% | 1/27/26 | 170 | 168 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 215 | 199 | ||
1 | Royal Bank of Canada | 1.150% | 7/14/26 | 255 | 234 | |
1 | Royal Bank of Canada | 5.200% | 7/20/26 | 100 | 100 | |
1 | Royal Bank of Canada | 1.400% | 11/2/26 | 164 | 150 | |
1 | Royal Bank of Canada | 4.875% | 1/19/27 | 165 | 164 | |
Royal Bank of Canada | 3.625% | 5/4/27 | 245 | 235 | ||
1 | Royal Bank of Canada | 4.240% | 8/3/27 | 260 | 253 | |
1 | Royal Bank of Canada | 6.000% | 11/1/27 | 200 | 205 | |
1 | Royal Bank of Canada | 4.900% | 1/12/28 | 240 | 238 | |
1 | Royal Bank of Canada | 5.200% | 8/1/28 | 75 | 75 | |
1 | Royal Bank of Canada | 4.950% | 2/1/29 | 100 | 99 | |
1 | Royal Bank of Canada | 2.300% | 11/3/31 | 170 | 140 | |
Royal Bank of Canada | 3.875% | 5/4/32 | 145 | 132 | ||
1 | Royal Bank of Canada | 5.000% | 2/1/33 | 250 | 245 | |
1 | Royal Bank of Canada | 5.000% | 5/2/33 | 105 | 103 | |
1 | Royal Bank of Canada | 5.150% | 2/1/34 | 230 | 227 | |
Santander Holdings USA Inc. | 3.450% | 6/2/25 | 215 | 210 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 120 | 118 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 115 | 108 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 150 | 145 | ||
Santander Holdings USA Inc. | 2.490% | 1/6/28 | 210 | 193 | ||
Santander Holdings USA Inc. | 6.499% | 3/9/29 | 230 | 234 | ||
Santander Holdings USA Inc. | 6.174% | 1/9/30 | 110 | 111 | ||
Santander Holdings USA Inc. | 6.342% | 5/31/35 | 110 | 110 | ||
1 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 160 | 152 | |
Santander UK Group Holdings plc | 6.833% | 11/21/26 | 210 | 213 | ||
Santander UK Group Holdings plc | 1.673% | 6/14/27 | 310 | 286 | ||
Santander UK Group Holdings plc | 2.469% | 1/11/28 | 205 | 188 | ||
1 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 195 | 183 | |
Santander UK Group Holdings plc | 6.534% | 1/10/29 | 105 | 108 | ||
State Street Corp. | 3.550% | 8/18/25 | 205 | 201 | ||
State Street Corp. | 5.104% | 5/18/26 | 125 | 124 | ||
State Street Corp. | 2.650% | 5/19/26 | 75 | 71 | ||
State Street Corp. | 5.272% | 8/3/26 | 115 | 115 | ||
State Street Corp. | 4.993% | 3/18/27 | 140 | 140 | ||
State Street Corp. | 5.684% | 11/21/29 | 125 | 128 | ||
State Street Corp. | 2.400% | 1/24/30 | 321 | 281 | ||
State Street Corp. | 2.200% | 3/3/31 | 135 | 112 | ||
State Street Corp. | 4.164% | 8/4/33 | 145 | 133 | ||
State Street Corp. | 4.821% | 1/26/34 | 75 | 72 | ||
State Street Corp. | 5.159% | 5/18/34 | 110 | 108 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 375 | 359 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 175 | 163 | ||
Sumitomo Mitsui Financial Group Inc. | 5.464% | 1/13/26 | 240 | 240 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 280 | 273 | ||
Sumitomo Mitsui Financial Group Inc. | 5.880% | 7/13/26 | 50 | 50 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 360 | 340 | ||
Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 540 | 494 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 220 | 208 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 160 | 153 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 200 | 189 | ||
Sumitomo Mitsui Financial Group Inc. | 3.352% | 10/18/27 | 200 | 188 | ||
Sumitomo Mitsui Financial Group Inc. | 5.520% | 1/13/28 | 150 | 151 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 160 | 151 | ||
Sumitomo Mitsui Financial Group Inc. | 5.800% | 7/13/28 | 200 | 204 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 85 | 81 | ||
Sumitomo Mitsui Financial Group Inc. | 5.716% | 9/14/28 | 275 | 280 | ||
Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 290 | 253 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 450 | 404 | ||
Sumitomo Mitsui Financial Group Inc. | 5.710% | 1/13/30 | 215 | 219 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 150 | 131 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 320 | 266 | ||
Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | 205 | 169 | ||
Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | 201 | 163 | ||
Sumitomo Mitsui Financial Group Inc. | 5.766% | 1/13/33 | 240 | 246 | ||
Sumitomo Mitsui Financial Group Inc. | 5.808% | 9/14/33 | 35 | 36 | ||
Sumitomo Mitsui Financial Group Inc. | 2.930% | 9/17/41 | 55 | 40 | ||
Sumitomo Mitsui Financial Group Inc. | 6.184% | 7/13/43 | 200 | 218 | ||
1 | Synchrony Bank | 5.400% | 8/22/25 | 250 | 248 | |
Synchrony Financial | 4.875% | 6/13/25 | 45 | 44 | ||
Synchrony Financial | 4.500% | 7/23/25 | 152 | 149 | ||
Synchrony Financial | 3.950% | 12/1/27 | 160 | 150 | ||
Synchrony Financial | 2.875% | 10/28/31 | 90 | 72 | ||
Toronto-Dominion Bank | 3.766% | 6/6/25 | 330 | 324 | ||
1 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 120 | 115 | |
1 | Toronto-Dominion Bank | 0.750% | 9/11/25 | 255 | 241 | |
1 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 235 | 219 | |
Toronto-Dominion Bank | 5.103% | 1/9/26 | 140 | 140 | ||
1 | Toronto-Dominion Bank | 1.200% | 6/3/26 | 210 | 194 | |
1 | Toronto-Dominion Bank | 5.532% | 7/17/26 | 265 | 266 | |
1 | Toronto-Dominion Bank | 1.250% | 9/10/26 | 185 | 169 | |
1 | Toronto-Dominion Bank | 1.950% | 1/12/27 | 160 | 148 | |
1 | Toronto-Dominion Bank | 2.800% | 3/10/27 | 265 | 248 | |
1 | Toronto-Dominion Bank | 4.980% | 4/5/27 | 50 | 50 | |
Toronto-Dominion Bank | 4.108% | 6/8/27 | 230 | 223 | ||
1 | Toronto-Dominion Bank | 4.693% | 9/15/27 | 220 | 216 | |
Toronto-Dominion Bank | 5.156% | 1/10/28 | 115 | 115 | ||
1 | Toronto-Dominion Bank | 5.523% | 7/17/28 | 160 | 161 | |
1 | Toronto-Dominion Bank | 4.994% | 4/5/29 | 120 | 118 | |
1 | Toronto-Dominion Bank | 2.000% | 9/10/31 | 200 | 161 | |
1 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 265 | 253 | |
1 | Toronto-Dominion Bank | 3.200% | 3/10/32 | 200 | 172 | |
Toronto-Dominion Bank | 4.456% | 6/8/32 | 295 | 277 | ||
1 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 175 | 188 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 55 | 54 | ||
Travelers Cos. Inc. | 3.050% | 6/8/51 | 165 | 110 | ||
Travelers Cos. Inc. | 5.450% | 5/25/53 | 90 | 90 | ||
1 | Truist Bank | 3.625% | 9/16/25 | 220 | 214 | |
1 | Truist Bank | 3.300% | 5/15/26 | 170 | 163 | |
1 | Truist Bank | 3.800% | 10/30/26 | 155 | 149 | |
1 | Truist Bank | 2.250% | 3/11/30 | 165 | 136 | |
1 | Truist Financial Corp. | 3.700% | 6/5/25 | 140 | 137 | |
1 | Truist Financial Corp. | 1.200% | 8/5/25 | 145 | 138 | |
1 | Truist Financial Corp. | 4.260% | 7/28/26 | 145 | 143 | |
1 | Truist Financial Corp. | 5.900% | 10/28/26 | 115 | 115 | |
1 | Truist Financial Corp. | 1.267% | 3/2/27 | 135 | 125 | |
1 | Truist Financial Corp. | 6.047% | 6/8/27 | 225 | 227 | |
1 | Truist Financial Corp. | 4.123% | 6/6/28 | 60 | 58 | |
1 | Truist Financial Corp. | 4.873% | 1/26/29 | 220 | 215 | |
1 | Truist Financial Corp. | 1.887% | 6/7/29 | 185 | 161 | |
1 | Truist Financial Corp. | 7.161% | 10/30/29 | 315 | 334 | |
1 | Truist Financial Corp. | 5.435% | 1/24/30 | 240 | 239 | |
1 | Truist Financial Corp. | 1.950% | 6/5/30 | 120 | 98 | |
1 | Truist Financial Corp. | 4.916% | 7/28/33 | 145 | 134 | |
1 | Truist Financial Corp. | 6.123% | 10/28/33 | 365 | 373 | |
1 | Truist Financial Corp. | 5.122% | 1/26/34 | 130 | 124 | |
1 | Truist Financial Corp. | 5.867% | 6/8/34 | 215 | 216 | |
1 | Truist Financial Corp. | 5.711% | 1/24/35 | 255 | 253 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
UBS AG | 5.800% | 9/11/25 | 45 | 45 | ||
UBS AG | 1.250% | 6/1/26 | 45 | 41 | ||
UBS AG | 1.250% | 8/7/26 | 40 | 37 | ||
UBS AG | 5.000% | 7/9/27 | 300 | 296 | ||
UBS AG | 7.500% | 2/15/28 | 320 | 342 | ||
UBS AG | 5.650% | 9/11/28 | 200 | 203 | ||
UBS AG | 4.500% | 6/26/48 | 150 | 132 | ||
UBS Group AG | 4.550% | 4/17/26 | 310 | 305 | ||
UBS Group AG | 4.875% | 5/15/45 | 330 | 301 | ||
1 | US Bancorp | 3.950% | 11/17/25 | 260 | 255 | |
1 | US Bancorp | 3.100% | 4/27/26 | 205 | 197 | |
1 | US Bancorp | 2.375% | 7/22/26 | 155 | 146 | |
US Bancorp | 5.727% | 10/21/26 | 265 | 265 | ||
1 | US Bancorp | 3.150% | 4/27/27 | 205 | 195 | |
US Bancorp | 6.787% | 10/26/27 | 50 | 51 | ||
1 | US Bancorp | 2.215% | 1/27/28 | 150 | 138 | |
1 | US Bancorp | 3.900% | 4/26/28 | 190 | 182 | |
1 | US Bancorp | 4.548% | 7/22/28 | 245 | 238 | |
US Bancorp | 4.653% | 2/1/29 | 140 | 136 | ||
US Bancorp | 5.775% | 6/12/29 | 260 | 263 | ||
1 | US Bancorp | 3.000% | 7/30/29 | 190 | 169 | |
US Bancorp | 5.384% | 1/23/30 | 275 | 274 | ||
1 | US Bancorp | 1.375% | 7/22/30 | 193 | 154 | |
1 | US Bancorp | 2.677% | 1/27/33 | 175 | 143 | |
1 | US Bancorp | 4.967% | 7/22/33 | 175 | 163 | |
US Bancorp | 5.850% | 10/21/33 | 475 | 480 | ||
US Bancorp | 4.839% | 2/1/34 | 245 | 231 | ||
US Bancorp | 5.836% | 6/12/34 | 185 | 186 | ||
US Bancorp | 5.678% | 1/23/35 | 300 | 300 | ||
US Bancorp | 2.491% | 11/3/36 | 245 | 192 | ||
Visa Inc. | 3.150% | 12/14/25 | 565 | 549 | ||
Visa Inc. | 1.900% | 4/15/27 | 540 | 497 | ||
Visa Inc. | 2.750% | 9/15/27 | 265 | 248 | ||
Visa Inc. | 2.050% | 4/15/30 | 215 | 184 | ||
Visa Inc. | 1.100% | 2/15/31 | 180 | 142 | ||
Visa Inc. | 4.150% | 12/14/35 | 325 | 302 | ||
Visa Inc. | 2.700% | 4/15/40 | 70 | 51 | ||
Visa Inc. | 4.300% | 12/14/45 | 450 | 391 | ||
Visa Inc. | 3.650% | 9/15/47 | 155 | 120 | ||
Visa Inc. | 2.000% | 8/15/50 | 160 | 89 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 50 | 49 | ||
1 | Wells Fargo & Co. | 3.550% | 9/29/25 | 835 | 814 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 475 | 455 | ||
1 | Wells Fargo & Co. | 4.100% | 6/3/26 | 265 | 258 | |
1 | Wells Fargo & Co. | 4.540% | 8/15/26 | 265 | 262 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 505 | 479 | ||
1 | Wells Fargo & Co. | 3.196% | 6/17/27 | 350 | 335 | |
1 | Wells Fargo & Co. | 4.300% | 7/22/27 | 635 | 617 | |
1 | Wells Fargo & Co. | 3.526% | 3/24/28 | 675 | 642 | |
1 | Wells Fargo & Co. | 5.707% | 4/22/28 | 500 | 503 | |
1 | Wells Fargo & Co. | 3.584% | 5/22/28 | 330 | 314 | |
1 | Wells Fargo & Co. | 2.393% | 6/2/28 | 600 | 550 | |
1 | Wells Fargo & Co. | 4.808% | 7/25/28 | 410 | 403 | |
1 | Wells Fargo & Co. | 4.150% | 1/24/29 | 295 | 283 | |
1 | Wells Fargo & Co. | 5.574% | 7/25/29 | 525 | 528 | |
Wells Fargo & Co. | 6.303% | 10/23/29 | 340 | 352 | ||
Wells Fargo & Co. | 5.198% | 1/23/30 | 305 | 302 | ||
1 | Wells Fargo & Co. | 2.879% | 10/30/30 | 500 | 440 | |
1 | Wells Fargo & Co. | 2.572% | 2/11/31 | 425 | 366 | |
1 | Wells Fargo & Co. | 4.478% | 4/4/31 | 395 | 376 | |
1 | Wells Fargo & Co. | 3.350% | 3/2/33 | 505 | 435 | |
1 | Wells Fargo & Co. | 4.897% | 7/25/33 | 660 | 632 | |
Wells Fargo & Co. | 5.389% | 4/24/34 | 605 | 595 | ||
1 | Wells Fargo & Co. | 5.557% | 7/25/34 | 615 | 612 | |
Wells Fargo & Co. | 6.491% | 10/23/34 | 510 | 543 | ||
Wells Fargo & Co. | 5.499% | 1/23/35 | 445 | 441 | ||
1 | Wells Fargo & Co. | 3.068% | 4/30/41 | 625 | 459 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 310 | 294 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 340 | 330 | ||
1 | Wells Fargo & Co. | 4.650% | 11/4/44 | 300 | 257 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Wells Fargo & Co. | 3.900% | 5/1/45 | 335 | 268 | ||
1 | Wells Fargo & Co. | 4.900% | 11/17/45 | 270 | 238 | |
1 | Wells Fargo & Co. | 4.400% | 6/14/46 | 335 | 273 | |
1 | Wells Fargo & Co. | 4.750% | 12/7/46 | 265 | 228 | |
1 | Wells Fargo & Co. | 5.013% | 4/4/51 | 910 | 829 | |
1 | Wells Fargo & Co. | 4.611% | 4/25/53 | 555 | 474 | |
1 | Wells Fargo Bank NA | 5.550% | 8/1/25 | 345 | 346 | |
Wells Fargo Bank NA | 4.811% | 1/15/26 | 200 | 199 | ||
1 | Wells Fargo Bank NA | 5.450% | 8/7/26 | 285 | 286 | |
Wells Fargo Bank NA | 5.254% | 12/11/26 | 270 | 270 | ||
1 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 265 | 270 | |
1 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 175 | 191 | |
Westpac Banking Corp. | 5.512% | 11/17/25 | 280 | 281 | ||
Westpac Banking Corp. | 5.200% | 4/16/26 | 110 | 110 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 230 | 220 | ||
Westpac Banking Corp. | 1.150% | 6/3/26 | 300 | 277 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 130 | 123 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 200 | 191 | ||
Westpac Banking Corp. | 4.043% | 8/26/27 | 135 | 131 | ||
Westpac Banking Corp. | 5.457% | 11/18/27 | 165 | 167 | ||
Westpac Banking Corp. | 3.400% | 1/25/28 | 230 | 218 | ||
Westpac Banking Corp. | 5.535% | 11/17/28 | 150 | 153 | ||
Westpac Banking Corp. | 1.953% | 11/20/28 | 280 | 246 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 95 | 84 | ||
Westpac Banking Corp. | 2.150% | 6/3/31 | 100 | 83 | ||
1 | Westpac Banking Corp. | 4.322% | 11/23/31 | 305 | 294 | |
Westpac Banking Corp. | 5.405% | 8/10/33 | 150 | 146 | ||
Westpac Banking Corp. | 6.820% | 11/17/33 | 145 | 155 | ||
Westpac Banking Corp. | 4.110% | 7/24/34 | 360 | 331 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 250 | 205 | ||
Westpac Banking Corp. | 3.020% | 11/18/36 | 205 | 168 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 120 | 105 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 90 | 63 | ||
Westpac Banking Corp. | 3.133% | 11/18/41 | 100 | 70 | ||
Willis North America Inc. | 4.650% | 6/15/27 | 220 | 215 | ||
Willis North America Inc. | 5.350% | 5/15/33 | 80 | 78 | ||
Willis North America Inc. | 5.900% | 3/5/54 | 105 | 102 | ||
249,782 | ||||||
Health Care (15.0%) | ||||||
Abbott Laboratories | 3.750% | 11/30/26 | 370 | 360 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 220 | 212 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 420 | 395 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 305 | 294 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 594 | 564 | ||
AbbVie Inc. | 4.800% | 3/15/27 | 325 | 323 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 275 | 267 | ||
AbbVie Inc. | 4.800% | 3/15/29 | 400 | 396 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 815 | 742 | ||
AbbVie Inc. | 4.950% | 3/15/31 | 200 | 198 | ||
AbbVie Inc. | 5.050% | 3/15/34 | 490 | 485 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 290 | 273 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 465 | 436 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 135 | 124 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 535 | 461 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 480 | 421 | ||
AbbVie Inc. | 5.350% | 3/15/44 | 25 | 25 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 195 | 180 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 215 | 196 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 440 | 397 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 345 | 299 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 275 | 252 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 770 | 639 | ||
AbbVie Inc. | 5.400% | 3/15/54 | 455 | 449 | ||
AbbVie Inc. | 5.500% | 3/15/64 | 250 | 246 | ||
Aetna Inc. | 6.625% | 6/15/36 | 160 | 171 | ||
Aetna Inc. | 3.875% | 8/15/47 | 150 | 110 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 105 | 87 | ||
Amgen Inc. | 5.507% | 3/2/26 | 80 | 80 | ||
Amgen Inc. | 2.600% | 8/19/26 | 205 | 194 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Amgen Inc. | 2.200% | 2/21/27 | 300 | 277 | ||
Amgen Inc. | 3.200% | 11/2/27 | 265 | 249 | ||
Amgen Inc. | 5.150% | 3/2/28 | 580 | 579 | ||
Amgen Inc. | 1.650% | 8/15/28 | 160 | 139 | ||
Amgen Inc. | 3.000% | 2/22/29 | 105 | 96 | ||
Amgen Inc. | 4.050% | 8/18/29 | 210 | 200 | ||
Amgen Inc. | 2.450% | 2/21/30 | 175 | 152 | ||
Amgen Inc. | 5.250% | 3/2/30 | 410 | 411 | ||
Amgen Inc. | 2.300% | 2/25/31 | 210 | 176 | ||
Amgen Inc. | 2.000% | 1/15/32 | 175 | 140 | ||
Amgen Inc. | 3.350% | 2/22/32 | 195 | 172 | ||
Amgen Inc. | 4.200% | 3/1/33 | 230 | 212 | ||
Amgen Inc. | 5.250% | 3/2/33 | 625 | 620 | ||
Amgen Inc. | 3.150% | 2/21/40 | 330 | 247 | ||
Amgen Inc. | 2.800% | 8/15/41 | 220 | 155 | ||
Amgen Inc. | 5.600% | 3/2/43 | 395 | 391 | ||
Amgen Inc. | 4.400% | 5/1/45 | 366 | 308 | ||
Amgen Inc. | 4.563% | 6/15/48 | 210 | 178 | ||
Amgen Inc. | 3.375% | 2/21/50 | 260 | 183 | ||
Amgen Inc. | 4.663% | 6/15/51 | 490 | 419 | ||
Amgen Inc. | 3.000% | 1/15/52 | 260 | 169 | ||
Amgen Inc. | 4.200% | 2/22/52 | 215 | 170 | ||
Amgen Inc. | 4.875% | 3/1/53 | 135 | 119 | ||
Amgen Inc. | 5.650% | 3/2/53 | 595 | 587 | ||
Amgen Inc. | 2.770% | 9/1/53 | 50 | 30 | ||
Amgen Inc. | 4.400% | 2/22/62 | 185 | 147 | ||
Amgen Inc. | 5.750% | 3/2/63 | 450 | 442 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 215 | 212 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 136 | 128 | ||
Baxter International Inc. | 1.915% | 2/1/27 | 165 | 151 | ||
Baxter International Inc. | 2.272% | 12/1/28 | 260 | 228 | ||
Baxter International Inc. | 2.539% | 2/1/32 | 190 | 154 | ||
Baxter International Inc. | 3.132% | 12/1/51 | 190 | 119 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 100 | 99 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 289 | 277 | ||
Becton Dickinson & Co. | 4.693% | 2/13/28 | 50 | 49 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 170 | 149 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 220 | 178 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 95 | 84 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 300 | 261 | ||
Biogen Inc. | 4.050% | 9/15/25 | 155 | 152 | ||
Biogen Inc. | 2.250% | 5/1/30 | 520 | 438 | ||
Biogen Inc. | 5.200% | 9/15/45 | 110 | 101 | ||
Biogen Inc. | 3.150% | 5/1/50 | 225 | 146 | ||
Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | 160 | 141 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 270 | 235 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 190 | 178 | ||
Bristol-Myers Squibb Co. | 4.950% | 2/20/26 | 235 | 234 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 307 | 295 | ||
Bristol-Myers Squibb Co. | 4.900% | 2/22/27 | 210 | 209 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 145 | 127 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 270 | 260 | ||
Bristol-Myers Squibb Co. | 4.900% | 2/22/29 | 305 | 303 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 332 | 307 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 110 | 88 | ||
Bristol-Myers Squibb Co. | 5.750% | 2/1/31 | 100 | 103 | ||
Bristol-Myers Squibb Co. | 5.100% | 2/22/31 | 200 | 200 | ||
Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 215 | 184 | ||
Bristol-Myers Squibb Co. | 5.900% | 11/15/33 | 75 | 78 | ||
Bristol-Myers Squibb Co. | 5.200% | 2/22/34 | 500 | 497 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 270 | 233 | ||
Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 55 | 36 | ||
Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | 285 | 221 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 250 | 208 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 207 | 177 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 455 | 371 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 370 | 216 | ||
Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 340 | 248 | ||
Bristol-Myers Squibb Co. | 6.250% | 11/15/53 | 180 | 194 | ||
Bristol-Myers Squibb Co. | 5.550% | 2/22/54 | 420 | 414 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 265 | 191 | ||
Bristol-Myers Squibb Co. | 6.400% | 11/15/63 | 140 | 152 | ||
Bristol-Myers Squibb Co. | 5.650% | 2/22/64 | 245 | 239 | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 100 | 95 | ||
Cencora Inc. | 3.450% | 12/15/27 | 160 | 151 | ||
Cencora Inc. | 2.700% | 3/15/31 | 170 | 144 | ||
Centene Corp. | 4.250% | 12/15/27 | 155 | 147 | ||
Centene Corp. | 2.450% | 7/15/28 | 320 | 282 | ||
Centene Corp. | 4.625% | 12/15/29 | 395 | 372 | ||
Centene Corp. | 3.375% | 2/15/30 | 620 | 546 | ||
Centene Corp. | 3.000% | 10/15/30 | 130 | 111 | ||
Centene Corp. | 2.500% | 3/1/31 | 220 | 179 | ||
Centene Corp. | 2.625% | 8/1/31 | 420 | 342 | ||
1 | Cigna Group | 4.500% | 2/25/26 | 155 | 153 | |
1 | Cigna Group | 3.400% | 3/1/27 | 155 | 148 | |
Cigna Group | 4.375% | 10/15/28 | 565 | 546 | ||
Cigna Group | 5.000% | 5/15/29 | 160 | 158 | ||
Cigna Group | 2.400% | 3/15/30 | 210 | 180 | ||
Cigna Group | 2.375% | 3/15/31 | 225 | 187 | ||
Cigna Group | 5.125% | 5/15/31 | 145 | 143 | ||
Cigna Group | 5.400% | 3/15/33 | 105 | 105 | ||
Cigna Group | 5.250% | 2/15/34 | 165 | 162 | ||
Cigna Group | 4.800% | 8/15/38 | 305 | 279 | ||
Cigna Group | 3.200% | 3/15/40 | 90 | 66 | ||
1 | Cigna Group | 4.800% | 7/15/46 | 150 | 132 | |
1 | Cigna Group | 3.875% | 10/15/47 | 300 | 227 | |
Cigna Group | 4.900% | 12/15/48 | 420 | 369 | ||
Cigna Group | 3.400% | 3/15/50 | 285 | 194 | ||
Cigna Group | 3.400% | 3/15/51 | 145 | 98 | ||
Cigna Group | 5.600% | 2/15/54 | 250 | 241 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 304 | 298 | ||
CVS Health Corp. | 5.000% | 2/20/26 | 235 | 233 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 272 | 259 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 210 | 199 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 180 | 172 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 325 | 287 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 665 | 641 | ||
CVS Health Corp. | 5.000% | 1/30/29 | 265 | 261 | ||
CVS Health Corp. | 5.400% | 6/1/29 | 150 | 150 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 390 | 352 | ||
CVS Health Corp. | 5.125% | 2/21/30 | 210 | 207 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 260 | 238 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 200 | 161 | ||
CVS Health Corp. | 5.250% | 1/30/31 | 85 | 84 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 170 | 135 | ||
CVS Health Corp. | 5.550% | 6/1/31 | 150 | 150 | ||
CVS Health Corp. | 2.125% | 9/15/31 | 160 | 127 | ||
CVS Health Corp. | 5.250% | 2/21/33 | 425 | 413 | ||
CVS Health Corp. | 5.300% | 6/1/33 | 215 | 209 | ||
CVS Health Corp. | 5.700% | 6/1/34 | 200 | 199 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 775 | 689 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 155 | 125 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 290 | 192 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 105 | 96 | ||
CVS Health Corp. | 6.000% | 6/1/44 | 125 | 123 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 480 | 424 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 1,115 | 961 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 235 | 178 | ||
CVS Health Corp. | 5.625% | 2/21/53 | 175 | 162 | ||
CVS Health Corp. | 5.875% | 6/1/53 | 185 | 177 | ||
CVS Health Corp. | 6.050% | 6/1/54 | 150 | 147 | ||
CVS Health Corp. | 6.000% | 6/1/63 | 95 | 91 | ||
Danaher Corp. | 2.600% | 10/1/50 | 145 | 88 | ||
Danaher Corp. | 2.800% | 12/10/51 | 105 | 66 | ||
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 155 | 135 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 145 | 128 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 160 | 126 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 140 | 101 | ||
Elevance Health Inc. | 1.500% | 3/15/26 | 135 | 126 | ||
Elevance Health Inc. | 3.650% | 12/1/27 | 182 | 173 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Elevance Health Inc. | 4.101% | 3/1/28 | 205 | 198 | ||
Elevance Health Inc. | 2.875% | 9/15/29 | 140 | 125 | ||
Elevance Health Inc. | 2.250% | 5/15/30 | 135 | 114 | ||
Elevance Health Inc. | 2.550% | 3/15/31 | 125 | 106 | ||
Elevance Health Inc. | 4.750% | 2/15/33 | 130 | 125 | ||
Elevance Health Inc. | 5.375% | 6/15/34 | 155 | 155 | ||
Elevance Health Inc. | 4.625% | 5/15/42 | 170 | 150 | ||
Elevance Health Inc. | 4.650% | 1/15/43 | 210 | 186 | ||
Elevance Health Inc. | 4.650% | 8/15/44 | 110 | 96 | ||
Elevance Health Inc. | 4.375% | 12/1/47 | 285 | 237 | ||
Elevance Health Inc. | 4.550% | 3/1/48 | 130 | 110 | ||
Elevance Health Inc. | 3.700% | 9/15/49 | 125 | 92 | ||
Elevance Health Inc. | 3.125% | 5/15/50 | 145 | 97 | ||
Elevance Health Inc. | 3.600% | 3/15/51 | 165 | 118 | ||
Elevance Health Inc. | 6.100% | 10/15/52 | 90 | 94 | ||
Elevance Health Inc. | 5.125% | 2/15/53 | 160 | 147 | ||
Elevance Health Inc. | 5.650% | 6/15/54 | 155 | 153 | ||
Eli Lilly & Co. | 4.500% | 2/9/29 | 325 | 320 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 107 | 101 | ||
Eli Lilly & Co. | 4.700% | 2/27/33 | 75 | 73 | ||
Eli Lilly & Co. | 4.700% | 2/9/34 | 250 | 243 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 85 | 69 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 206 | 119 | ||
Eli Lilly & Co. | 4.875% | 2/27/53 | 300 | 278 | ||
Eli Lilly & Co. | 5.000% | 2/9/54 | 215 | 204 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 210 | 117 | ||
Eli Lilly & Co. | 4.950% | 2/27/63 | 85 | 78 | ||
Eli Lilly & Co. | 5.100% | 2/9/64 | 200 | 189 | ||
GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | 465 | 470 | ||
GE HealthCare Technologies Inc. | 5.857% | 3/15/30 | 135 | 138 | ||
GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | 95 | 98 | ||
GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | 220 | 239 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 272 | 264 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 192 | 182 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 160 | 142 | ||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 215 | 175 | ||
Gilead Sciences Inc. | 5.250% | 10/15/33 | 95 | 95 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 235 | 221 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 150 | 131 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 184 | 126 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 140 | 141 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 340 | 306 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 185 | 159 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 385 | 342 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 235 | 190 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 205 | 128 | ||
Gilead Sciences Inc. | 5.550% | 10/15/53 | 160 | 159 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 165 | 159 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 430 | 474 | ||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 90 | 84 | ||
HCA Inc. | 5.875% | 2/15/26 | 195 | 195 | ||
HCA Inc. | 5.250% | 6/15/26 | 250 | 249 | ||
HCA Inc. | 5.375% | 9/1/26 | 125 | 125 | ||
HCA Inc. | 4.500% | 2/15/27 | 240 | 234 | ||
HCA Inc. | 3.125% | 3/15/27 | 230 | 217 | ||
HCA Inc. | 5.200% | 6/1/28 | 105 | 104 | ||
HCA Inc. | 5.625% | 9/1/28 | 235 | 236 | ||
HCA Inc. | 5.875% | 2/1/29 | 200 | 203 | ||
HCA Inc. | 4.125% | 6/15/29 | 210 | 198 | ||
HCA Inc. | 3.500% | 9/1/30 | 465 | 416 | ||
HCA Inc. | 5.450% | 4/1/31 | 155 | 154 | ||
HCA Inc. | 2.375% | 7/15/31 | 150 | 122 | ||
HCA Inc. | 3.625% | 3/15/32 | 295 | 258 | ||
HCA Inc. | 5.500% | 6/1/33 | 250 | 247 | ||
HCA Inc. | 5.600% | 4/1/34 | 220 | 218 | ||
HCA Inc. | 5.125% | 6/15/39 | 145 | 134 | ||
HCA Inc. | 5.500% | 6/15/47 | 225 | 208 | ||
HCA Inc. | 5.250% | 6/15/49 | 325 | 289 | ||
HCA Inc. | 3.500% | 7/15/51 | 220 | 147 | ||
HCA Inc. | 4.625% | 3/15/52 | 285 | 230 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
HCA Inc. | 5.900% | 6/1/53 | 290 | 281 | ||
HCA Inc. | 6.000% | 4/1/54 | 220 | 216 | ||
Humana Inc. | 1.350% | 2/3/27 | 165 | 149 | ||
Humana Inc. | 3.700% | 3/23/29 | 175 | 163 | ||
Humana Inc. | 5.375% | 4/15/31 | 175 | 173 | ||
Humana Inc. | 2.150% | 2/3/32 | 105 | 83 | ||
Humana Inc. | 5.875% | 3/1/33 | 70 | 71 | ||
Humana Inc. | 5.950% | 3/15/34 | 100 | 102 | ||
Humana Inc. | 4.950% | 10/1/44 | 133 | 116 | ||
Humana Inc. | 5.500% | 3/15/53 | 85 | 79 | ||
Humana Inc. | 5.750% | 4/15/54 | 170 | 164 | ||
IQVIA Inc. | 6.250% | 2/1/29 | 190 | 195 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 185 | 175 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 515 | 493 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 175 | 167 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 225 | 199 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 320 | 301 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 230 | 188 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 198 | 193 | ||
Johnson & Johnson | 4.950% | 6/1/34 | 180 | 180 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 115 | 100 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 95 | 82 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 235 | 255 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 205 | 171 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 150 | 99 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 230 | 183 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 215 | 172 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 115 | 88 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 145 | 85 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 295 | 164 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 125 | 110 | ||
Medtronic Global Holdings SCA | 4.250% | 3/30/28 | 170 | 166 | ||
Medtronic Global Holdings SCA | 4.500% | 3/30/33 | 175 | 167 | ||
Medtronic Inc. | 4.375% | 3/15/35 | 310 | 290 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 250 | 226 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 185 | 172 | ||
Merck & Co. Inc. | 1.700% | 6/10/27 | 340 | 309 | ||
Merck & Co. Inc. | 1.900% | 12/10/28 | 230 | 203 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 200 | 188 | ||
Merck & Co. Inc. | 4.300% | 5/17/30 | 75 | 73 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 179 | 146 | ||
Merck & Co. Inc. | 2.150% | 12/10/31 | 290 | 239 | ||
Merck & Co. Inc. | 4.500% | 5/17/33 | 235 | 226 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 160 | 137 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 170 | 115 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 265 | 225 | ||
Merck & Co. Inc. | 4.900% | 5/17/44 | 125 | 117 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 285 | 223 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 190 | 152 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 235 | 139 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 355 | 221 | ||
Merck & Co. Inc. | 5.000% | 5/17/53 | 210 | 196 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 235 | 140 | ||
Merck & Co. Inc. | 5.150% | 5/17/63 | 160 | 151 | ||
Mylan Inc. | 4.550% | 4/15/28 | 190 | 182 | ||
Mylan Inc. | 5.200% | 4/15/48 | 195 | 157 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 280 | 272 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 225 | 209 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 220 | 210 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 430 | 370 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 245 | 218 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 115 | 96 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 185 | 119 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 165 | 158 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 235 | 224 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 100 | 95 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 290 | 273 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 233 | 205 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 102 | 85 | ||
Pfizer Inc. | 1.750% | 8/18/31 | 110 | 89 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Pfizer Inc. | 4.000% | 12/15/36 | 220 | 195 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 135 | 114 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 500 | 588 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 230 | 160 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 170 | 146 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 160 | 142 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 165 | 136 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 265 | 219 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 270 | 217 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 245 | 156 | ||
Pfizer Investment Enterprises Pte. Ltd. | 4.450% | 5/19/26 | 550 | 543 | ||
Pfizer Investment Enterprises Pte. Ltd. | 4.450% | 5/19/28 | 500 | 489 | ||
Pfizer Investment Enterprises Pte. Ltd. | 4.650% | 5/19/30 | 395 | 386 | ||
Pfizer Investment Enterprises Pte. Ltd. | 4.750% | 5/19/33 | 625 | 605 | ||
Pfizer Investment Enterprises Pte. Ltd. | 5.110% | 5/19/43 | 370 | 351 | ||
Pfizer Investment Enterprises Pte. Ltd. | 5.300% | 5/19/53 | 800 | 765 | ||
Pfizer Investment Enterprises Pte. Ltd. | 5.340% | 5/19/63 | 540 | 507 | ||
1 | Providence St. Joseph Health Obligated Group | 2.700% | 10/1/51 | 145 | 85 | |
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 110 | 97 | ||
Quest Diagnostics Inc. | 6.400% | 11/30/33 | 95 | 101 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 150 | 122 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 125 | 76 | ||
Revvity Inc. | 3.300% | 9/15/29 | 205 | 186 | ||
Royalty Pharma plc | 1.200% | 9/2/25 | 190 | 180 | ||
Royalty Pharma plc | 1.750% | 9/2/27 | 145 | 129 | ||
Royalty Pharma plc | 2.200% | 9/2/30 | 85 | 70 | ||
Royalty Pharma plc | 3.300% | 9/2/40 | 195 | 141 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 170 | 114 | ||
Sanofi SA | 3.625% | 6/19/28 | 190 | 182 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 370 | 353 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 170 | 139 | ||
2 | Solventum Corp. | 5.450% | 3/13/31 | 405 | 399 | |
2 | Solventum Corp. | 5.600% | 3/23/34 | 400 | 393 | |
Stryker Corp. | 3.375% | 11/1/25 | 395 | 384 | ||
Stryker Corp. | 3.500% | 3/15/26 | 163 | 158 | ||
Stryker Corp. | 1.950% | 6/15/30 | 155 | 130 | ||
Stryker Corp. | 4.625% | 3/15/46 | 145 | 128 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 280 | 277 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 310 | 261 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 205 | 150 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 270 | 182 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 70 | 45 | ||
Thermo Fisher Scientific Inc. | 5.000% | 1/31/29 | 100 | 100 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 155 | 138 | ||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 240 | 195 | ||
Thermo Fisher Scientific Inc. | 5.086% | 8/10/33 | 65 | 64 | ||
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 265 | 188 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 105 | 86 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 410 | 403 | ||
UnitedHealth Group Inc. | 5.150% | 10/15/25 | 247 | 247 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 225 | 217 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 205 | 190 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 120 | 115 | ||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 145 | 136 | ||
UnitedHealth Group Inc. | 5.250% | 2/15/28 | 115 | 116 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 190 | 182 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 105 | 100 | ||
UnitedHealth Group Inc. | 4.250% | 1/15/29 | 225 | 218 | ||
UnitedHealth Group Inc. | 4.000% | 5/15/29 | 65 | 62 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 100 | 90 | ||
UnitedHealth Group Inc. | 5.300% | 2/15/30 | 120 | 121 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 215 | 181 | ||
UnitedHealth Group Inc. | 4.900% | 4/15/31 | 140 | 138 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 205 | 171 | ||
UnitedHealth Group Inc. | 4.200% | 5/15/32 | 140 | 131 | ||
UnitedHealth Group Inc. | 5.350% | 2/15/33 | 225 | 227 | ||
UnitedHealth Group Inc. | 4.500% | 4/15/33 | 375 | 356 | ||
UnitedHealth Group Inc. | 5.000% | 4/15/34 | 180 | 177 | ||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 160 | 152 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 57 | 59 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 235 | 268 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 150 | 121 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 115 | 85 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 75 | 65 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 320 | 291 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 190 | 157 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 230 | 176 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 250 | 206 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 190 | 162 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 80 | 60 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 100 | 65 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 290 | 198 | ||
UnitedHealth Group Inc. | 4.750% | 5/15/52 | 285 | 252 | ||
UnitedHealth Group Inc. | 5.875% | 2/15/53 | 269 | 279 | ||
UnitedHealth Group Inc. | 5.050% | 4/15/53 | 300 | 277 | ||
UnitedHealth Group Inc. | 5.375% | 4/15/54 | 350 | 339 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 255 | 189 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 150 | 94 | ||
UnitedHealth Group Inc. | 4.950% | 5/15/62 | 240 | 213 | ||
UnitedHealth Group Inc. | 6.050% | 2/15/63 | 305 | 321 | ||
UnitedHealth Group Inc. | 5.200% | 4/15/63 | 255 | 236 | ||
UnitedHealth Group Inc. | 5.500% | 4/15/64 | 115 | 111 | ||
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 170 | 164 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 185 | 152 | ||
Viatris Inc. | 1.650% | 6/22/25 | 175 | 168 | ||
Viatris Inc. | 2.700% | 6/22/30 | 180 | 151 | ||
Viatris Inc. | 3.850% | 6/22/40 | 205 | 150 | ||
Viatris Inc. | 4.000% | 6/22/50 | 210 | 142 | ||
Wyeth LLC | 6.500% | 2/1/34 | 210 | 229 | ||
Wyeth LLC | 5.950% | 4/1/37 | 305 | 320 | ||
Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 105 | 87 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 200 | 197 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 120 | 112 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 130 | 109 | ||
Zoetis Inc. | 5.600% | 11/16/32 | 40 | 41 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 200 | 179 | ||
86,557 | ||||||
Industrials (2.0%) | ||||||
Amphenol Corp. | 2.800% | 2/15/30 | 185 | 164 | ||
Amphenol Corp. | 2.200% | 9/15/31 | 130 | 106 | ||
Carrier Global Corp. | 5.800% | 11/30/25 | 180 | 181 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 195 | 182 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 240 | 211 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 35 | 30 | ||
Carrier Global Corp. | 5.900% | 3/15/34 | 130 | 135 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 230 | 178 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 370 | 269 | ||
Carrier Global Corp. | 6.200% | 3/15/54 | 155 | 166 | ||
Deere & Co. | 3.900% | 6/9/42 | 200 | 167 | ||
Deere & Co. | 3.750% | 4/15/50 | 105 | 83 | ||
FedEx Corp. | 3.250% | 4/1/26 | 170 | 164 | ||
FedEx Corp. | 3.100% | 8/5/29 | 155 | 141 | ||
FedEx Corp. | 4.250% | 5/15/30 | 235 | 225 | ||
FedEx Corp. | 2.400% | 5/15/31 | 85 | 71 | ||
FedEx Corp. | 3.250% | 5/15/41 | 125 | 91 | ||
FedEx Corp. | 5.100% | 1/15/44 | 95 | 86 | ||
FedEx Corp. | 4.750% | 11/15/45 | 175 | 150 | ||
FedEx Corp. | 4.550% | 4/1/46 | 225 | 186 | ||
FedEx Corp. | 4.400% | 1/15/47 | 125 | 101 | ||
FedEx Corp. | 4.050% | 2/15/48 | 130 | 99 | ||
FedEx Corp. | 4.950% | 10/17/48 | 150 | 131 | ||
FedEx Corp. | 5.250% | 5/15/50 | 175 | 161 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 135 | 128 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 175 | 145 | ||
Ingersoll Rand Inc. | 5.176% | 6/15/29 | 110 | 110 | ||
Ingersoll Rand Inc. | 5.700% | 8/14/33 | 135 | 138 | ||
Ingersoll Rand Inc. | 5.450% | 6/15/34 | 110 | 110 | ||
1 | John Deere Capital Corp. | 3.400% | 6/6/25 | 255 | 251 | |
1 | John Deere Capital Corp. | 4.050% | 9/8/25 | 115 | 113 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | John Deere Capital Corp. | 4.800% | 1/9/26 | 220 | 219 | |
1 | John Deere Capital Corp. | 0.700% | 1/15/26 | 230 | 214 | |
1 | John Deere Capital Corp. | 4.150% | 9/15/27 | 160 | 156 | |
1 | John Deere Capital Corp. | 4.750% | 1/20/28 | 160 | 159 | |
1 | John Deere Capital Corp. | 4.950% | 7/14/28 | 335 | 335 | |
John Deere Capital Corp. | 4.500% | 1/16/29 | 125 | 123 | ||
1 | John Deere Capital Corp. | 4.700% | 6/10/30 | 183 | 180 | |
1 | John Deere Capital Corp. | 4.900% | 3/7/31 | 150 | 149 | |
1 | John Deere Capital Corp. | 5.150% | 9/8/33 | 160 | 160 | |
LKQ Corp. | 5.750% | 6/15/28 | 115 | 116 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 285 | 248 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 110 | 77 | ||
Republic Services Inc. | 3.950% | 5/15/28 | 95 | 91 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 100 | 78 | ||
Republic Services Inc. | 5.000% | 4/1/34 | 165 | 161 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 365 | 363 | ||
Trane Technologies Financing Ltd. | 3.800% | 3/21/29 | 115 | 109 | ||
Trimble Inc. | 6.100% | 3/15/33 | 130 | 134 | ||
1 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 215 | 215 | |
1 | United Airlines Pass-Through Trust Class A Series 2023-1 | 5.800% | 1/15/36 | 205 | 206 | |
United Parcel Service Inc. | 3.050% | 11/15/27 | 155 | 146 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 117 | 110 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 182 | 177 | ||
United Parcel Service Inc. | 4.875% | 3/3/33 | 140 | 137 | ||
United Parcel Service Inc. | 5.150% | 5/22/34 | 135 | 134 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 250 | 271 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 50 | 38 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 91 | 75 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 235 | 227 | ||
United Parcel Service Inc. | 5.050% | 3/3/53 | 230 | 215 | ||
United Parcel Service Inc. | 5.500% | 5/22/54 | 165 | 163 | ||
Waste Connections Inc. | 4.200% | 1/15/33 | 110 | 102 | ||
Waste Connections Inc. | 5.000% | 3/1/34 | 90 | 88 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 135 | 86 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 345 | 325 | ||
Waste Management Inc. | 4.875% | 2/15/29 | 110 | 110 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 215 | 172 | ||
Waste Management Inc. | 4.150% | 4/15/32 | 150 | 141 | ||
Waste Management Inc. | 4.875% | 2/15/34 | 210 | 205 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 155 | 148 | ||
Westinghouse Air Brake Technologies Corp. | 4.700% | 9/15/28 | 180 | 176 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 165 | 148 | ||
11,360 | ||||||
Materials (1.4%) | ||||||
Air Products and Chemicals Inc. | 4.600% | 2/8/29 | 100 | 99 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 210 | 179 | ||
Air Products and Chemicals Inc. | 4.850% | 2/8/34 | 50 | 49 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 80 | 57 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 130 | 83 | ||
AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 95 | 85 | ||
ArcelorMittal SA | 6.800% | 11/29/32 | 210 | 224 | ||
Berry Global Inc. | 1.570% | 1/15/26 | 305 | 286 | ||
2 | Berry Global Inc. | 5.800% | 6/15/31 | 120 | 119 | |
2 | Berry Global Inc. | 5.650% | 1/15/34 | 110 | 107 | |
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 115 | 100 | ||
Celanese US Holdings LLC | 6.165% | 7/15/27 | 325 | 329 | ||
Celanese US Holdings LLC | 6.350% | 11/15/28 | 170 | 174 | ||
Celanese US Holdings LLC | 6.330% | 7/15/29 | 125 | 128 | ||
Celanese US Holdings LLC | 6.550% | 11/15/30 | 170 | 178 | ||
Celanese US Holdings LLC | 6.379% | 7/15/32 | 130 | 134 | ||
Celanese US Holdings LLC | 6.700% | 11/15/33 | 220 | 231 | ||
CF Industries Inc. | 5.150% | 3/15/34 | 155 | 148 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 120 | 106 | ||
CF Industries Inc. | 5.375% | 3/15/44 | 120 | 111 | ||
CRH America Finance Inc. | 5.400% | 5/21/34 | 200 | 198 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 360 | 355 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 280 | 278 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 230 | 232 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 285 | 287 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Eagle Materials Inc. | 2.500% | 7/1/31 | 160 | 133 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 90 | 85 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 135 | 115 | ||
Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 60 | 49 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 120 | 81 | ||
2 | Newmont Corp. | 5.300% | 3/15/26 | 45 | 45 | |
Newmont Corp. | 2.250% | 10/1/30 | 190 | 160 | ||
Newmont Corp. | 2.600% | 7/15/32 | 135 | 112 | ||
2 | Newmont Corp. | 5.350% | 3/15/34 | 185 | 184 | |
Newmont Corp. | 6.250% | 10/1/39 | 105 | 111 | ||
Newmont Corp. | 4.875% | 3/15/42 | 180 | 165 | ||
Nutrien Ltd. | 4.900% | 3/27/28 | 20 | 20 | ||
Nutrien Ltd. | 4.200% | 4/1/29 | 140 | 134 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 109 | 96 | ||
Nutrien Ltd. | 5.800% | 3/27/53 | 165 | 164 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 225 | 214 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 204 | 183 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 220 | 187 | ||
2 | Smurfit Kappa Treasury ULC | 5.200% | 1/15/30 | 155 | 153 | |
2 | Smurfit Kappa Treasury ULC | 5.438% | 4/3/34 | 150 | 147 | |
2 | Smurfit Kappa Treasury ULC | 5.777% | 4/3/54 | 125 | 123 | |
Suzano Austria GmbH | 6.000% | 1/15/29 | 275 | 272 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 140 | 132 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 170 | 147 | ||
1 | Suzano Austria GmbH | 3.125% | 1/15/32 | 95 | 77 | |
Vulcan Materials Co. | 3.500% | 6/1/30 | 120 | 109 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 115 | 114 | ||
7,789 | ||||||
Real Estate (1.8%) | ||||||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 185 | 162 | ||
Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 135 | 105 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 183 | 137 | ||
Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | 125 | 101 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 170 | 103 | ||
Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 115 | 77 | ||
American Tower Corp. | 4.000% | 6/1/25 | 130 | 128 | ||
American Tower Corp. | 3.375% | 10/15/26 | 205 | 196 | ||
American Tower Corp. | 2.750% | 1/15/27 | 120 | 112 | ||
American Tower Corp. | 3.550% | 7/15/27 | 260 | 246 | ||
American Tower Corp. | 5.800% | 11/15/28 | 45 | 46 | ||
American Tower Corp. | 3.800% | 8/15/29 | 240 | 222 | ||
American Tower Corp. | 2.900% | 1/15/30 | 165 | 145 | ||
American Tower Corp. | 2.100% | 6/15/30 | 120 | 100 | ||
American Tower Corp. | 1.875% | 10/15/30 | 130 | 105 | ||
American Tower Corp. | 5.650% | 3/15/33 | 80 | 80 | ||
American Tower Corp. | 5.550% | 7/15/33 | 50 | 50 | ||
American Tower Corp. | 5.900% | 11/15/33 | 125 | 128 | ||
American Tower Corp. | 3.100% | 6/15/50 | 165 | 106 | ||
American Tower Corp. | 2.950% | 1/15/51 | 295 | 183 | ||
Boston Properties LP | 3.650% | 2/1/26 | 220 | 212 | ||
Boston Properties LP | 2.750% | 10/1/26 | 150 | 140 | ||
Boston Properties LP | 6.750% | 12/1/27 | 85 | 87 | ||
Boston Properties LP | 4.500% | 12/1/28 | 220 | 207 | ||
Boston Properties LP | 3.400% | 6/21/29 | 183 | 162 | ||
Boston Properties LP | 3.250% | 1/30/31 | 160 | 135 | ||
Boston Properties LP | 2.550% | 4/1/32 | 130 | 101 | ||
Boston Properties LP | 2.450% | 10/1/33 | 100 | 74 | ||
Boston Properties LP | 6.500% | 1/15/34 | 50 | 51 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 75 | 70 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 175 | 161 | ||
Camden Property Trust | 2.800% | 5/15/30 | 130 | 114 | ||
CBRE Services Inc. | 5.950% | 8/15/34 | 120 | 121 | ||
Crown Castle Inc. | 4.450% | 2/15/26 | 70 | 69 | ||
Crown Castle Inc. | 3.700% | 6/15/26 | 125 | 121 | ||
Crown Castle Inc. | 1.050% | 7/15/26 | 220 | 201 | ||
Crown Castle Inc. | 2.900% | 3/15/27 | 120 | 112 | ||
Crown Castle Inc. | 3.650% | 9/1/27 | 100 | 95 | ||
Crown Castle Inc. | 5.000% | 1/11/28 | 70 | 69 | ||
Crown Castle Inc. | 3.800% | 2/15/28 | 100 | 94 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Crown Castle Inc. | 5.600% | 6/1/29 | 100 | 101 | ||
Crown Castle Inc. | 3.300% | 7/1/30 | 175 | 155 | ||
Crown Castle Inc. | 2.250% | 1/15/31 | 150 | 123 | ||
Crown Castle Inc. | 2.100% | 4/1/31 | 175 | 141 | ||
Crown Castle Inc. | 2.500% | 7/15/31 | 95 | 78 | ||
Crown Castle Inc. | 5.100% | 5/1/33 | 135 | 130 | ||
Crown Castle Inc. | 5.800% | 3/1/34 | 110 | 111 | ||
Crown Castle Inc. | 2.900% | 4/1/41 | 160 | 111 | ||
Crown Castle Inc. | 3.250% | 1/15/51 | 162 | 107 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 185 | 176 | ||
Digital Realty Trust LP | 5.550% | 1/15/28 | 100 | 100 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 130 | 120 | ||
Equinix Inc. | 3.200% | 11/18/29 | 165 | 148 | ||
Equinix Inc. | 2.150% | 7/15/30 | 164 | 136 | ||
Equinix Inc. | 2.500% | 5/15/31 | 150 | 124 | ||
Equinix Inc. | 3.900% | 4/15/32 | 165 | 149 | ||
ERP Operating LP | 4.500% | 7/1/44 | 95 | 80 | ||
Healthcare Realty Holdings LP | 2.000% | 3/15/31 | 115 | 90 | ||
Healthpeak OP LLC | 3.000% | 1/15/30 | 105 | 93 | ||
Healthpeak OP LLC | 5.250% | 12/15/32 | 110 | 108 | ||
1 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 60 | 53 | |
Prologis LP | 4.875% | 6/15/28 | 80 | 79 | ||
Prologis LP | 2.250% | 4/15/30 | 155 | 132 | ||
Prologis LP | 1.250% | 10/15/30 | 80 | 63 | ||
Prologis LP | 4.750% | 6/15/33 | 110 | 105 | ||
Prologis LP | 5.125% | 1/15/34 | 105 | 103 | ||
Prologis LP | 5.000% | 3/15/34 | 205 | 200 | ||
Prologis LP | 5.250% | 6/15/53 | 135 | 127 | ||
Public Storage Operating Co. | 5.350% | 8/1/53 | 135 | 130 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 195 | 172 | ||
Realty Income Corp. | 5.625% | 10/13/32 | 150 | 151 | ||
Realty Income Corp. | 5.125% | 2/15/34 | 50 | 48 | ||
Sabra Health Care LP | 3.200% | 12/1/31 | 180 | 148 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 200 | 195 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 132 | 128 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 50 | 48 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 70 | 67 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 145 | 137 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 115 | 102 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 250 | 218 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 120 | 104 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 163 | 109 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 135 | 99 | ||
Sun Communities Operating LP | 2.700% | 7/15/31 | 165 | 135 | ||
Ventas Realty LP | 4.400% | 1/15/29 | 135 | 129 | ||
Welltower OP LLC | 4.250% | 4/15/28 | 170 | 164 | ||
Welltower OP LLC | 3.100% | 1/15/30 | 135 | 120 | ||
Welltower OP LLC | 2.800% | 6/1/31 | 20 | 17 | ||
10,592 | ||||||
Technology (11.4%) | ||||||
Adobe Inc. | 2.150% | 2/1/27 | 150 | 140 | ||
Adobe Inc. | 4.800% | 4/4/29 | 110 | 110 | ||
Adobe Inc. | 2.300% | 2/1/30 | 200 | 174 | ||
Adobe Inc. | 4.950% | 4/4/34 | 235 | 232 | ||
Apple Inc. | 0.550% | 8/20/25 | 325 | 308 | ||
Apple Inc. | 0.700% | 2/8/26 | 345 | 321 | ||
Apple Inc. | 3.250% | 2/23/26 | 530 | 515 | ||
Apple Inc. | 4.421% | 5/8/26 | 85 | 84 | ||
Apple Inc. | 2.450% | 8/4/26 | 270 | 256 | ||
Apple Inc. | 2.050% | 9/11/26 | 307 | 288 | ||
Apple Inc. | 3.350% | 2/9/27 | 360 | 347 | ||
Apple Inc. | 3.200% | 5/11/27 | 430 | 411 | ||
Apple Inc. | 3.000% | 6/20/27 | 220 | 209 | ||
Apple Inc. | 2.900% | 9/12/27 | 310 | 292 | ||
Apple Inc. | 3.000% | 11/13/27 | 190 | 180 | ||
Apple Inc. | 1.200% | 2/8/28 | 300 | 264 | ||
Apple Inc. | 4.000% | 5/10/28 | 185 | 181 | ||
Apple Inc. | 1.400% | 8/5/28 | 345 | 302 | ||
Apple Inc. | 3.250% | 8/8/29 | 170 | 158 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Apple Inc. | 2.200% | 9/11/29 | 250 | 220 | ||
Apple Inc. | 1.650% | 5/11/30 | 320 | 268 | ||
Apple Inc. | 1.250% | 8/20/30 | 150 | 122 | ||
Apple Inc. | 1.650% | 2/8/31 | 345 | 284 | ||
Apple Inc. | 1.700% | 8/5/31 | 100 | 81 | ||
Apple Inc. | 3.350% | 8/8/32 | 410 | 369 | ||
Apple Inc. | 4.300% | 5/10/33 | 50 | 49 | ||
Apple Inc. | 4.500% | 2/23/36 | 273 | 265 | ||
Apple Inc. | 2.375% | 2/8/41 | 335 | 230 | ||
Apple Inc. | 3.850% | 5/4/43 | 445 | 373 | ||
Apple Inc. | 4.450% | 5/6/44 | 145 | 133 | ||
Apple Inc. | 3.450% | 2/9/45 | 340 | 264 | ||
Apple Inc. | 4.375% | 5/13/45 | 365 | 324 | ||
Apple Inc. | 4.650% | 2/23/46 | 480 | 443 | ||
Apple Inc. | 3.850% | 8/4/46 | 285 | 232 | ||
Apple Inc. | 4.250% | 2/9/47 | 185 | 162 | ||
Apple Inc. | 3.750% | 9/12/47 | 290 | 230 | ||
Apple Inc. | 3.750% | 11/13/47 | 225 | 179 | ||
Apple Inc. | 2.950% | 9/11/49 | 265 | 179 | ||
Apple Inc. | 2.650% | 5/11/50 | 360 | 228 | ||
Apple Inc. | 2.400% | 8/20/50 | 245 | 148 | ||
Apple Inc. | 2.650% | 2/8/51 | 395 | 248 | ||
Apple Inc. | 2.700% | 8/5/51 | 260 | 164 | ||
Apple Inc. | 3.950% | 8/8/52 | 250 | 201 | ||
Apple Inc. | 2.550% | 8/20/60 | 215 | 129 | ||
Apple Inc. | 2.800% | 2/8/61 | 410 | 249 | ||
Apple Inc. | 2.850% | 8/5/61 | 295 | 180 | ||
Apple Inc. | 4.100% | 8/8/62 | 70 | 56 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 231 | 222 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 80 | 67 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 215 | 188 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 20 | 13 | ||
Autodesk Inc. | 2.400% | 12/15/31 | 175 | 143 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 205 | 201 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 90 | 80 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 175 | 140 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 345 | 333 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 220 | 207 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 75 | 73 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 115 | 110 | ||
2 | Broadcom Inc. | 1.950% | 2/15/28 | 110 | 98 | |
Broadcom Inc. | 4.110% | 9/15/28 | 305 | 292 | ||
2 | Broadcom Inc. | 4.000% | 4/15/29 | 190 | 180 | |
Broadcom Inc. | 4.750% | 4/15/29 | 185 | 182 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 250 | 234 | ||
2 | Broadcom Inc. | 2.450% | 2/15/31 | 430 | 359 | |
2 | Broadcom Inc. | 4.150% | 4/15/32 | 250 | 229 | |
Broadcom Inc. | 4.300% | 11/15/32 | 290 | 268 | ||
2 | Broadcom Inc. | 2.600% | 2/15/33 | 360 | 288 | |
2 | Broadcom Inc. | 3.419% | 4/15/33 | 338 | 289 | |
2 | Broadcom Inc. | 3.469% | 4/15/34 | 505 | 426 | |
2 | Broadcom Inc. | 3.137% | 11/15/35 | 410 | 326 | |
2 | Broadcom Inc. | 3.187% | 11/15/36 | 390 | 306 | |
2 | Broadcom Inc. | 4.926% | 5/15/37 | 417 | 388 | |
2 | Broadcom Inc. | 3.500% | 2/15/41 | 390 | 297 | |
2 | Broadcom Inc. | 3.750% | 2/15/51 | 255 | 188 | |
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 105 | 93 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 140 | 117 | ||
CDW LLC | 2.670% | 12/1/26 | 245 | 229 | ||
CDW LLC | 3.569% | 12/1/31 | 185 | 160 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 185 | 179 | ||
Cintas Corp. No. 2 | 4.000% | 5/1/32 | 105 | 98 | ||
Cisco Systems Inc. | 4.900% | 2/26/26 | 170 | 170 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 155 | 149 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 225 | 213 | ||
Cisco Systems Inc. | 4.800% | 2/26/27 | 275 | 274 | ||
Cisco Systems Inc. | 4.850% | 2/26/29 | 445 | 444 | ||
Cisco Systems Inc. | 4.950% | 2/26/31 | 400 | 398 | ||
Cisco Systems Inc. | 5.050% | 2/26/34 | 465 | 462 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 250 | 265 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Cisco Systems Inc. | 5.500% | 1/15/40 | 240 | 244 | ||
Cisco Systems Inc. | 5.300% | 2/26/54 | 315 | 309 | ||
Cisco Systems Inc. | 5.350% | 2/26/64 | 150 | 146 | ||
Concentrix Corp. | 6.600% | 8/2/28 | 200 | 202 | ||
Corning Inc. | 4.375% | 11/15/57 | 175 | 136 | ||
Corning Inc. | 5.450% | 11/15/79 | 170 | 156 | ||
Dell International LLC | 5.850% | 7/15/25 | 165 | 166 | ||
Dell International LLC | 6.020% | 6/15/26 | 339 | 342 | ||
Dell International LLC | 4.900% | 10/1/26 | 207 | 205 | ||
Dell International LLC | 5.250% | 2/1/28 | 100 | 100 | ||
Dell International LLC | 5.300% | 10/1/29 | 260 | 260 | ||
Dell International LLC | 5.750% | 2/1/33 | 150 | 153 | ||
Dell International LLC | 5.400% | 4/15/34 | 175 | 172 | ||
Dell International LLC | 8.100% | 7/15/36 | 75 | 90 | ||
Dell International LLC | 3.375% | 12/15/41 | 205 | 150 | ||
Equifax Inc. | 5.100% | 12/15/27 | 190 | 188 | ||
Equifax Inc. | 2.350% | 9/15/31 | 140 | 114 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 140 | 130 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 315 | 276 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 135 | 113 | ||
Fidelity National Information Services Inc. | 5.100% | 7/15/32 | 80 | 79 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 110 | 79 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 90 | 88 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 240 | 230 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 235 | 215 | ||
Fiserv Inc. | 5.450% | 3/2/28 | 160 | 161 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 270 | 258 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 485 | 447 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 195 | 168 | ||
Fiserv Inc. | 5.600% | 3/2/33 | 80 | 80 | ||
Fiserv Inc. | 5.625% | 8/21/33 | 205 | 206 | ||
Fiserv Inc. | 5.450% | 3/15/34 | 120 | 119 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 287 | 234 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 325 | 323 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 115 | 108 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 189 | 200 | ||
HP Inc. | 2.200% | 6/17/25 | 185 | 179 | ||
HP Inc. | 3.000% | 6/17/27 | 140 | 131 | ||
HP Inc. | 4.750% | 1/15/28 | 110 | 108 | ||
HP Inc. | 4.000% | 4/15/29 | 125 | 119 | ||
HP Inc. | 2.650% | 6/17/31 | 190 | 160 | ||
HP Inc. | 5.500% | 1/15/33 | 185 | 185 | ||
HP Inc. | 6.000% | 9/15/41 | 198 | 202 | ||
IBM International Capital Pte. Ltd. | 4.900% | 2/5/34 | 200 | 193 | ||
IBM International Capital Pte. Ltd. | 5.300% | 2/5/54 | 200 | 187 | ||
Intel Corp. | 3.700% | 7/29/25 | 275 | 270 | ||
Intel Corp. | 4.875% | 2/10/26 | 280 | 278 | ||
Intel Corp. | 2.600% | 5/19/26 | 95 | 90 | ||
Intel Corp. | 3.750% | 3/25/27 | 75 | 72 | ||
Intel Corp. | 3.150% | 5/11/27 | 225 | 213 | ||
Intel Corp. | 3.750% | 8/5/27 | 180 | 173 | ||
Intel Corp. | 4.875% | 2/10/28 | 310 | 308 | ||
Intel Corp. | 1.600% | 8/12/28 | 105 | 91 | ||
Intel Corp. | 4.000% | 8/5/29 | 120 | 114 | ||
Intel Corp. | 2.450% | 11/15/29 | 310 | 271 | ||
Intel Corp. | 5.125% | 2/10/30 | 180 | 180 | ||
Intel Corp. | 3.900% | 3/25/30 | 175 | 163 | ||
Intel Corp. | 2.000% | 8/12/31 | 260 | 210 | ||
Intel Corp. | 4.150% | 8/5/32 | 185 | 172 | ||
Intel Corp. | 4.000% | 12/15/32 | 130 | 119 | ||
Intel Corp. | 5.200% | 2/10/33 | 305 | 302 | ||
Intel Corp. | 5.150% | 2/21/34 | 205 | 201 | ||
Intel Corp. | 4.600% | 3/25/40 | 135 | 122 | ||
Intel Corp. | 2.800% | 8/12/41 | 165 | 114 | ||
Intel Corp. | 4.800% | 10/1/41 | 155 | 141 | ||
Intel Corp. | 5.625% | 2/10/43 | 255 | 253 | ||
Intel Corp. | 4.900% | 7/29/45 | 240 | 220 | ||
Intel Corp. | 4.100% | 5/19/46 | 180 | 145 | ||
Intel Corp. | 4.100% | 5/11/47 | 155 | 124 | ||
Intel Corp. | 3.734% | 12/8/47 | 315 | 232 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Intel Corp. | 3.250% | 11/15/49 | 420 | 279 | ||
Intel Corp. | 4.750% | 3/25/50 | 275 | 236 | ||
Intel Corp. | 3.050% | 8/12/51 | 175 | 110 | ||
Intel Corp. | 4.900% | 8/5/52 | 160 | 141 | ||
Intel Corp. | 5.700% | 2/10/53 | 305 | 298 | ||
Intel Corp. | 5.600% | 2/21/54 | 135 | 130 | ||
Intel Corp. | 3.100% | 2/15/60 | 130 | 78 | ||
Intel Corp. | 4.950% | 3/25/60 | 85 | 74 | ||
Intel Corp. | 3.200% | 8/12/61 | 100 | 61 | ||
Intel Corp. | 5.050% | 8/5/62 | 135 | 119 | ||
Intel Corp. | 5.900% | 2/10/63 | 190 | 189 | ||
International Business Machines Corp. | 4.000% | 7/27/25 | 155 | 153 | ||
International Business Machines Corp. | 4.500% | 2/6/26 | 130 | 129 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 178 | 173 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 375 | 362 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 160 | 145 | ||
International Business Machines Corp. | 4.150% | 7/27/27 | 150 | 146 | ||
International Business Machines Corp. | 4.500% | 2/6/28 | 225 | 221 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 415 | 386 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 200 | 167 | ||
International Business Machines Corp. | 4.400% | 7/27/32 | 80 | 76 | ||
International Business Machines Corp. | 4.750% | 2/6/33 | 165 | 160 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 340 | 291 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 145 | 118 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 475 | 384 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 225 | 143 | ||
International Business Machines Corp. | 4.900% | 7/27/52 | 125 | 111 | ||
Intuit Inc. | 5.250% | 9/15/26 | 200 | 201 | ||
Intuit Inc. | 5.200% | 9/15/33 | 165 | 165 | ||
Intuit Inc. | 5.500% | 9/15/53 | 210 | 209 | ||
KLA Corp. | 4.100% | 3/15/29 | 125 | 121 | ||
KLA Corp. | 4.650% | 7/15/32 | 100 | 97 | ||
KLA Corp. | 3.300% | 3/1/50 | 220 | 154 | ||
KLA Corp. | 4.950% | 7/15/52 | 210 | 195 | ||
KLA Corp. | 5.250% | 7/15/62 | 135 | 129 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 145 | 141 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 170 | 163 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 110 | 92 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 140 | 128 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 125 | 82 | ||
Leidos Inc. | 4.375% | 5/15/30 | 110 | 103 | ||
Leidos Inc. | 2.300% | 2/15/31 | 150 | 123 | ||
Leidos Inc. | 5.750% | 3/15/33 | 110 | 111 | ||
Marvell Technology Inc. | 2.950% | 4/15/31 | 145 | 124 | ||
Microchip Technology Inc. | 4.250% | 9/1/25 | 155 | 152 | ||
Micron Technology Inc. | 6.750% | 11/1/29 | 315 | 334 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 125 | 121 | ||
Micron Technology Inc. | 2.703% | 4/15/32 | 220 | 181 | ||
Micron Technology Inc. | 5.875% | 2/9/33 | 95 | 97 | ||
Micron Technology Inc. | 5.875% | 9/15/33 | 140 | 143 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 85 | 83 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 625 | 592 | ||
2 | Microsoft Corp. | 3.400% | 9/15/26 | 135 | 130 | |
Microsoft Corp. | 3.300% | 2/6/27 | 495 | 476 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 325 | 292 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 360 | 312 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 120 | 111 | ||
Microsoft Corp. | 4.450% | 11/3/45 | 205 | 190 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 251 | 205 | ||
Microsoft Corp. | 4.250% | 2/6/47 | 170 | 153 | ||
4 | Microsoft Corp. | 2.525% | 6/1/50 | 885 | 555 | |
2 | Microsoft Corp. | 2.500% | 9/15/50 | 345 | 214 | |
Microsoft Corp. | 2.921% | 3/17/52 | 799 | 538 | ||
Microsoft Corp. | 4.500% | 2/6/57 | 135 | 123 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 585 | 354 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 260 | 170 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 165 | 160 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 120 | 100 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 145 | 122 | ||
Motorola Solutions Inc. | 5.400% | 4/15/34 | 155 | 153 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
NetApp Inc. | 1.875% | 6/22/25 | 140 | 135 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 170 | 164 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 193 | 171 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 155 | 140 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 190 | 159 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 180 | 149 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 310 | 237 | ||
NXP BV | 4.300% | 6/18/29 | 265 | 253 | ||
NXP BV | 3.400% | 5/1/30 | 135 | 122 | ||
NXP BV | 2.500% | 5/11/31 | 170 | 142 | ||
NXP BV | 2.650% | 2/15/32 | 115 | 95 | ||
NXP BV | 5.000% | 1/15/33 | 175 | 170 | ||
NXP BV | 3.250% | 5/11/41 | 260 | 190 | ||
Oracle Corp. | 5.800% | 11/10/25 | 200 | 201 | ||
Oracle Corp. | 1.650% | 3/25/26 | 400 | 374 | ||
Oracle Corp. | 2.650% | 7/15/26 | 445 | 420 | ||
Oracle Corp. | 2.800% | 4/1/27 | 330 | 309 | ||
Oracle Corp. | 3.250% | 11/15/27 | 375 | 352 | ||
Oracle Corp. | 2.300% | 3/25/28 | 320 | 288 | ||
Oracle Corp. | 4.500% | 5/6/28 | 145 | 142 | ||
Oracle Corp. | 6.150% | 11/9/29 | 215 | 224 | ||
Oracle Corp. | 2.950% | 4/1/30 | 505 | 446 | ||
Oracle Corp. | 4.650% | 5/6/30 | 91 | 89 | ||
Oracle Corp. | 2.875% | 3/25/31 | 515 | 443 | ||
Oracle Corp. | 6.250% | 11/9/32 | 330 | 348 | ||
Oracle Corp. | 4.900% | 2/6/33 | 250 | 242 | ||
Oracle Corp. | 4.300% | 7/8/34 | 315 | 285 | ||
Oracle Corp. | 3.900% | 5/15/35 | 180 | 156 | ||
Oracle Corp. | 3.850% | 7/15/36 | 280 | 235 | ||
Oracle Corp. | 3.800% | 11/15/37 | 290 | 238 | ||
Oracle Corp. | 6.500% | 4/15/38 | 190 | 203 | ||
Oracle Corp. | 6.125% | 7/8/39 | 220 | 227 | ||
Oracle Corp. | 3.600% | 4/1/40 | 445 | 343 | ||
Oracle Corp. | 5.375% | 7/15/40 | 340 | 323 | ||
Oracle Corp. | 3.650% | 3/25/41 | 310 | 237 | ||
Oracle Corp. | 4.500% | 7/8/44 | 270 | 225 | ||
Oracle Corp. | 4.125% | 5/15/45 | 355 | 279 | ||
Oracle Corp. | 4.000% | 7/15/46 | 450 | 344 | ||
Oracle Corp. | 4.000% | 11/15/47 | 260 | 197 | ||
Oracle Corp. | 3.600% | 4/1/50 | 596 | 415 | ||
Oracle Corp. | 3.950% | 3/25/51 | 555 | 409 | ||
Oracle Corp. | 6.900% | 11/9/52 | 395 | 441 | ||
Oracle Corp. | 5.550% | 2/6/53 | 305 | 288 | ||
Oracle Corp. | 4.375% | 5/15/55 | 240 | 186 | ||
Oracle Corp. | 3.850% | 4/1/60 | 440 | 302 | ||
Oracle Corp. | 4.100% | 3/25/61 | 215 | 154 | ||
Qorvo Inc. | 4.375% | 10/15/29 | 105 | 98 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 277 | 265 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 60 | 52 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 285 | 244 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 265 | 207 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 95 | 92 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 204 | 189 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 255 | 218 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 200 | 142 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 140 | 121 | ||
QUALCOMM Inc. | 6.000% | 5/20/53 | 130 | 140 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 115 | 100 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 185 | 177 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 165 | 147 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 180 | 173 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 160 | 128 | ||
S&P Global Inc. | 2.450% | 3/1/27 | 200 | 186 | ||
S&P Global Inc. | 2.700% | 3/1/29 | 195 | 176 | ||
S&P Global Inc. | 4.250% | 5/1/29 | 150 | 145 | ||
S&P Global Inc. | 2.900% | 3/1/32 | 165 | 142 | ||
S&P Global Inc. | 3.700% | 3/1/52 | 235 | 177 | ||
Salesforce Inc. | 3.700% | 4/11/28 | 230 | 221 | ||
Salesforce Inc. | 1.500% | 7/15/28 | 105 | 92 | ||
Salesforce Inc. | 1.950% | 7/15/31 | 200 | 164 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Salesforce Inc. | 2.700% | 7/15/41 | 285 | 199 | ||
Salesforce Inc. | 2.900% | 7/15/51 | 300 | 192 | ||
Salesforce Inc. | 3.050% | 7/15/61 | 170 | 105 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 214 | 172 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 175 | 154 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 40 | 33 | ||
Texas Instruments Inc. | 4.900% | 3/14/33 | 125 | 124 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 140 | 122 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 260 | 215 | ||
Texas Instruments Inc. | 5.150% | 2/8/54 | 100 | 95 | ||
Texas Instruments Inc. | 5.050% | 5/18/63 | 205 | 191 | ||
TSMC Arizona Corp. | 1.750% | 10/25/26 | 200 | 184 | ||
TSMC Arizona Corp. | 3.875% | 4/22/27 | 90 | 87 | ||
TSMC Arizona Corp. | 2.500% | 10/25/31 | 225 | 190 | ||
TSMC Arizona Corp. | 4.250% | 4/22/32 | 140 | 134 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 210 | 163 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 170 | 125 | ||
TSMC Arizona Corp. | 4.500% | 4/22/52 | 155 | 144 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 126 | 124 | ||
VMware LLC | 1.400% | 8/15/26 | 220 | 201 | ||
VMware LLC | 3.900% | 8/21/27 | 255 | 244 | ||
VMware LLC | 1.800% | 8/15/28 | 55 | 48 | ||
VMware LLC | 4.700% | 5/15/30 | 155 | 149 | ||
VMware LLC | 2.200% | 8/15/31 | 145 | 116 | ||
Workday Inc. | 3.500% | 4/1/27 | 65 | 62 | ||
Workday Inc. | 3.700% | 4/1/29 | 180 | 168 | ||
Workday Inc. | 3.800% | 4/1/32 | 215 | 193 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 120 | 103 | ||
65,453 | ||||||
Utilities (0.1%) | ||||||
American Water Capital Corp. | 4.450% | 6/1/32 | 210 | 200 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 102 | 112 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 115 | 87 | ||
Commonwealth Edison Co. | 4.000% | 3/1/48 | 80 | 62 | ||
Oncor Electric Delivery Co. LLC | 5.650% | 11/15/33 | 170 | 174 | ||
Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | 150 | 136 | ||
PPL Electric Utilities Corp. | 5.250% | 5/15/53 | 95 | 91 | ||
862 | ||||||
Total Corporate Bonds (Cost $604,101) | 567,260 | |||||
Total Investments (98.6%) (Cost $604,181) | 567,340 | |||||
Other Assets and Liabilities—Net (1.4%) | 7,842 | |||||
Net Assets (100%) | 575,182 |
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 $6,127,000, representing 1.1% of net assets. |
3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of May 31, 2024. |
4 | Securities with a value of $107,000 have been segregated as initial margin for open futures contracts. |
DAC—Designated Activity Company. |
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 | ||||
2-Year U.S. Treasury Note | September 2024 | 4 | 815 | (1) |
5-Year U.S. Treasury Note | September 2024 | 4 | 423 | (1) |
Ultra 10-Year U.S. Treasury Note | September 2024 | 2 | 224 | — |
Ultra Long U.S. Treasury Bond | September 2024 | 1 | 122 | — |
(2) | ||||
Short Futures Contracts | ||||
10-Year U.S. Treasury Note | September 2024 | (1) | (109) | — |
Long U.S. Treasury Bond | September 2024 | (5) | (580) | 2 |
2 | ||||
— |
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 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. 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. 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 | ||||
U.S. Government and Agency Obligations | — | 80 | — | 80 |
Corporate Bonds | — | 567,260 | — | 567,260 |
Total | — | 567,340 | — | 567,340 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 2 | — | — | 2 |
Liabilities | ||||
Futures Contracts1 | 2 | — | — | 2 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |